+19.9%
SM vs EFV
+169.9%
-150.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -2.2% |
| 7D | +4.6% | -0.8% | +5.4% | +6.0% |
| 30D | +18.2% | +0.6% | +17.6% | +16.4% |
| 3M | +22.5% | +7.5% | +15.0% | +5.9% |
| 6M | +50.6% | +13.0% | +37.5% | +12.1% |
| YTD | +108.1% | +18.3% | +89.8% | +40.2% |
| 1Y | +46.0% | +26.7% | +19.3% | -14.5% |
| 3Y | +2.9% | +89.6% | -86.7% | -74.3% |
| 5Y | +112.6% | +98.2% | +14.4% | -51.7% |
| All | +19.9% | +169.9% | -150.0% | -75.1% |
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