+140.4%
EFA vs SFM
+268.6%
-128.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -2.4% | -8.8% | +6.4% | -1.5% |
| 30D | -2.2% | -14.5% | +12.2% | -0.9% |
| 3M | +5.7% | -16.8% | +22.5% | +7.2% |
| 6M | +8.2% | -5.3% | +13.5% | +8.1% |
| YTD | +11.8% | -9.4% | +21.1% | +12.0% |
| 1Y | +18.3% | -46.2% | +64.5% | +24.5% |
| 3Y | +64.9% | +81.3% | -16.3% | +50.8% |
| 5Y | +52.4% | +211.9% | -159.5% | +29.4% |
| All | +140.4% | +268.6% | -128.2% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling