+11.4%
EFA vs SO
+4.8%
+6.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.6% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +0.5% | +4.9% | -4.4% | +0.4% |
| 3M | -4.1% | +0.8% | -4.9% | -4.2% |
| 6M | +2.4% | +0.6% | +1.9% | +2.0% |
| YTD | +10.0% | +8.7% | +1.4% | +9.8% |
| 1Y | +11.4% | +4.0% | +7.4% | +12.2% |
| All | +11.4% | +4.8% | +6.6% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling