+167.7%
IEFA vs SFM
+117.5%
+50.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | 0.0% |
| 7D | +1.2% | -5.8% | +7.0% | +1.7% |
| 30D | -0.6% | -11.4% | +10.8% | +0.5% |
| 3M | +6.2% | -12.2% | +18.4% | +7.3% |
| 6M | +11.2% | -5.2% | +16.3% | +11.1% |
| YTD | +14.2% | -4.5% | +18.6% | +13.8% |
| 1Y | +20.0% | -45.4% | +65.4% | +26.1% |
| 3Y | +68.8% | +91.1% | -22.3% | +53.9% |
| 5Y | +52.7% | +226.8% | -174.1% | +29.5% |
| 10Y | +144.2% | +291.9% | -147.7% | +96.3% |
| All | +167.7% | +117.5% | +50.3% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling