+83.6%
SFM vs EFV
+88.7%
-5.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.5% |
| 7D | -7.2% | -0.5% | -6.7% | -6.9% |
| 30D | -14.3% | 0.0% | -14.3% | -14.3% |
| 3M | -13.7% | +8.4% | -22.1% | -16.6% |
| 6M | -6.0% | +12.3% | -18.4% | -10.9% |
| YTD | -8.2% | +17.4% | -25.6% | -15.8% |
| 1Y | -46.2% | +27.1% | -73.4% | -53.0% |
| All | +83.6% | +88.7% | -5.1% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling