+64.6%
EFA vs SM
-1.2%
+65.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -0.5% | -0.2% | -0.2% | -0.5% |
| 30D | -1.3% | +20.3% | -21.6% | -2.2% |
| 3M | +5.2% | +22.9% | -17.7% | +4.0% |
| 6M | +9.4% | +47.8% | -38.5% | +5.9% |
| YTD | +12.7% | +107.5% | -94.7% | +5.1% |
| 1Y | +19.3% | +51.7% | -32.5% | +14.8% |
| All | +64.6% | -1.2% | +65.8% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling