-5.1%
SNXX vs IEFA
+2.5%
-7.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -3.0% | -40.1% | -28.5% |
| 7D | -66.8% | -1.7% | -65.1% | -61.4% |
| 30D | -79.7% | -1.8% | -77.9% | -76.2% |
| 3M | -72.8% | -4.5% | -68.3% | -64.0% |
| 6M | -84.7% | +1.8% | -86.5% | -82.3% |
| All | -5.1% | +2.5% | -7.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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