+375.9%
EFA vs SO
+1,113.4%
-737.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.7% |
| 30D | +0.5% | +4.9% | -4.4% | -1.6% |
| 3M | -4.1% | +0.8% | -4.9% | -4.6% |
| 6M | +2.4% | +0.6% | +1.9% | +1.7% |
| YTD | +10.0% | +8.7% | +1.4% | +5.2% |
| 1Y | +11.4% | +4.0% | +7.4% | +8.5% |
| 3Y | +65.4% | +50.6% | +14.8% | +34.1% |
| 5Y | +49.6% | +77.5% | -27.9% | +10.3% |
| 10Y | +144.8% | +192.0% | -47.2% | +32.5% |
| All | +375.9% | +1,113.4% | -737.5% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling