+395.7%
EFA vs SM
+331.5%
+64.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +0.9% | +26.3% | -25.5% | -2.4% |
| 3M | +4.9% | +8.7% | -3.8% | +3.1% |
| 6M | +8.6% | +51.7% | -43.1% | +1.1% |
| YTD | +14.6% | +99.0% | -84.4% | +2.5% |
| 1Y | +22.6% | +34.6% | -12.0% | +15.2% |
| 3Y | +66.5% | -7.8% | +74.3% | +60.2% |
| 5Y | +54.5% | +104.8% | -50.2% | +27.4% |
| 10Y | +144.8% | +7.2% | +137.5% | +63.1% |
| All | +395.7% | +331.5% | +64.3% | +69.9% |
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 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