+50.1%
EFA vs SFM
+116.0%
-65.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | +2.2% | +6.0% | -3.8% | +1.8% |
| 30D | +1.4% | -19.5% | +20.8% | +2.7% |
| 3M | -4.2% | -37.0% | +32.9% | -1.1% |
| 6M | +1.9% | -41.0% | +42.9% | +5.5% |
| YTD | +10.2% | -34.6% | +44.8% | +12.7% |
| 1Y | +12.8% | -36.3% | +49.0% | +15.6% |
| 3Y | +65.2% | +24.5% | +40.7% | +55.1% |
| All | +50.1% | +116.0% | -65.9% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling