+52.4%
EFA vs SM
+108.0%
-55.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -2.4% | +2.1% | -4.5% | -2.5% |
| 30D | -2.2% | +18.1% | -20.4% | -3.7% |
| 3M | +5.7% | +17.0% | -11.3% | +3.9% |
| 6M | +8.2% | +55.4% | -47.2% | +2.6% |
| YTD | +11.8% | +108.6% | -96.8% | +2.2% |
| 1Y | +18.3% | +45.7% | -27.4% | +12.4% |
| 3Y | +64.9% | -0.3% | +65.3% | +59.3% |
| 5Y | +52.4% | +113.0% | -60.6% | +32.7% |
| All | +52.4% | +108.0% | -55.6% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling