+64.8%
EFA vs SMR
+44.5%
+20.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.7% | +16.7% | +1.6% |
| 7D | -1.5% | -11.2% | +9.7% | -1.2% |
| 30D | -1.7% | -10.2% | +8.6% | -1.4% |
| 3M | +3.5% | -10.0% | +13.5% | +3.5% |
| 6M | +9.5% | -30.5% | +39.9% | +10.1% |
| YTD | +12.9% | -39.2% | +52.1% | +13.8% |
| 1Y | +18.2% | -75.5% | +93.7% | +21.9% |
| 3Y | +64.8% | +45.4% | +19.4% | +53.5% |
| All | +64.8% | +44.5% | +20.4% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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