+368.8%
SNXX vs IEFA
+6.8%
+362.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -12.1% |
| 7D | -12.0% | -1.6% | -10.5% | -5.3% |
| 30D | +37.9% | -1.5% | +39.4% | +48.7% |
| 3M | -52.7% | +3.4% | -56.1% | -55.8% |
| 6M | +194.8% | +9.5% | +185.3% | +145.9% |
| All | +368.8% | +6.8% | +362.0% | +362.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling