+142.8%
EFA vs SO
+159.0%
-16.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | -1.5% | -1.1% | -0.5% | -1.2% |
| 30D | -1.7% | -5.0% | +3.3% | -0.2% |
| 3M | +3.5% | -5.8% | +9.3% | +5.1% |
| 6M | +9.5% | -7.9% | +17.4% | +11.8% |
| YTD | +12.9% | +2.4% | +10.4% | +11.5% |
| 1Y | +18.2% | -2.3% | +20.5% | +18.2% |
| 3Y | +64.8% | +41.9% | +23.0% | +44.6% |
| 5Y | +53.9% | +58.1% | -4.2% | +28.9% |
| All | +142.8% | +159.0% | -16.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling