+159.8%
EFA vs SFM
+132.6%
+27.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +0.9% | -4.4% | +5.2% | +1.2% |
| 3M | +4.9% | +1.5% | +3.4% | +4.4% |
| 6M | +8.6% | +6.5% | +2.1% | +7.2% |
| YTD | +14.6% | +2.2% | +12.4% | +13.5% |
| 1Y | +22.6% | -41.9% | +64.5% | +28.2% |
| 3Y | +66.5% | +106.8% | -40.2% | +50.2% |
| 5Y | +54.5% | +231.6% | -177.0% | +30.3% |
| 10Y | +144.8% | +258.4% | -113.6% | +97.2% |
| All | +159.8% | +132.6% | +27.2% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling