+63.7%
IEFA vs SFM
+80.7%
-17.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.4% | -8.8% | +6.3% | -1.9% |
| 30D | -2.1% | -14.5% | +12.3% | -1.2% |
| 3M | +5.5% | -16.8% | +22.4% | +6.6% |
| 6M | +8.1% | -5.3% | +13.5% | +8.0% |
| YTD | +11.9% | -9.4% | +21.3% | +12.1% |
| 1Y | +18.1% | -46.2% | +64.2% | +24.2% |
| All | +63.7% | +80.7% | -17.0% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling