+65.2%
EFA vs SO
+52.7%
+12.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | +2.2% | +1.4% | +0.9% | +2.1% |
| 30D | +1.4% | +4.7% | -3.3% | +0.9% |
| 3M | -4.2% | +1.7% | -5.9% | -4.4% |
| 6M | +1.9% | +2.2% | -0.2% | +1.5% |
| YTD | +10.2% | +10.0% | +0.2% | +8.6% |
| 1Y | +12.8% | +6.0% | +6.7% | +11.7% |
| 3Y | +65.2% | +54.1% | +11.1% | +52.1% |
| All | +65.2% | +52.7% | +12.5% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling