+18.3%
EFA vs SFM
-46.9%
+65.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -2.4% | -8.8% | +6.4% | -2.2% |
| 30D | -2.2% | -14.5% | +12.2% | -2.1% |
| 3M | +5.7% | -16.8% | +22.5% | +5.8% |
| 6M | +8.2% | -5.3% | +13.5% | +8.0% |
| YTD | +11.8% | -9.4% | +21.1% | +11.8% |
| 1Y | +18.3% | -46.2% | +64.5% | +21.3% |
| All | +18.3% | -46.9% | +65.2% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling