+272.7%
SFM vs EFV
+167.0%
+105.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -8.8% | -2.0% | -6.8% | -7.9% |
| 30D | -14.5% | -0.2% | -14.3% | -14.3% |
| 3M | -16.8% | +9.1% | -26.0% | -19.9% |
| 6M | -5.3% | +11.7% | -17.0% | -10.1% |
| YTD | -9.4% | +17.0% | -26.4% | -15.9% |
| 1Y | -46.2% | +26.7% | -72.9% | -51.9% |
| 3Y | +81.3% | +90.2% | -8.9% | +34.5% |
| 5Y | +211.9% | +96.1% | +115.8% | +126.4% |
| All | +272.7% | +167.0% | +105.7% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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