+432.9%
SNXX vs EFA
+8.5%
+424.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +22.7% |
| 7D | +34.9% | +0.6% | +34.3% | +30.8% |
| 30D | +52.5% | +0.9% | +51.7% | +45.8% |
| 3M | -41.3% | +4.9% | -46.2% | -46.8% |
| 6M | +293.8% | +8.6% | +285.2% | +232.2% |
| All | +432.9% | +8.5% | +424.5% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling