+111.6%
SFM vs EFV
+93.2%
+18.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +6.0% | +2.5% | +3.5% | +4.8% |
| 30D | -19.5% | +2.9% | -22.4% | -20.5% |
| 3M | -37.0% | -1.4% | -35.6% | -36.6% |
| 6M | -41.0% | +5.5% | -46.5% | -42.5% |
| YTD | -34.6% | +16.1% | -50.7% | -39.6% |
| 1Y | -36.3% | +20.3% | -56.5% | -42.3% |
| 3Y | +24.5% | +90.4% | -65.9% | -11.4% |
| All | +111.6% | +93.2% | +18.3% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling