+376.6%
EFA vs SM
+287.6%
+89.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +9.4% | -7.2% | +1.0% |
| 30D | +1.4% | -14.4% | +15.7% | +3.0% |
| 3M | -4.2% | +1.6% | -5.7% | -5.0% |
| 6M | +1.9% | +6.3% | -4.4% | -0.4% |
| YTD | +10.2% | +78.8% | -68.6% | -0.7% |
| 1Y | +12.8% | +83.1% | -70.4% | +1.2% |
| 3Y | +65.2% | -5.9% | +71.1% | +57.8% |
| 5Y | +49.8% | +4.8% | +45.0% | +35.5% |
| 10Y | +145.2% | +17.5% | +127.6% | +58.8% |
| All | +376.6% | +287.6% | +89.1% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling