+144.6%
IEFA vs SFM
+271.4%
-126.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.6% | -10.6% | +9.1% | -0.6% |
| 30D | -1.5% | -15.5% | +14.0% | -0.1% |
| 3M | +3.4% | -17.4% | +20.8% | +5.0% |
| 6M | +9.5% | -3.4% | +12.9% | +9.2% |
| YTD | +13.0% | -8.7% | +21.7% | +13.2% |
| 1Y | +18.0% | -47.2% | +65.2% | +24.3% |
| 3Y | +65.4% | +82.7% | -17.4% | +51.6% |
| 5Y | +51.6% | +214.3% | -162.7% | +29.3% |
| All | +144.6% | +271.4% | -126.8% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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