-36.3%
SFM vs EFV
+19.5%
-55.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | +6.0% | +2.5% | +3.5% | +5.4% |
| 30D | -19.5% | +2.9% | -22.4% | -19.8% |
| 3M | -37.0% | -1.4% | -35.6% | -36.9% |
| 6M | -41.0% | +5.5% | -46.5% | -40.9% |
| YTD | -34.6% | +16.1% | -50.7% | -38.3% |
| 1Y | -36.3% | +20.3% | -56.5% | -40.9% |
| All | -36.3% | +19.5% | -55.8% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling