+15.5%
SM vs EFV
+163.3%
-147.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.8% |
| 7D | +9.4% | +2.5% | +6.9% | +4.3% |
| 30D | -14.4% | +2.9% | -17.3% | -20.1% |
| 3M | +1.6% | -1.4% | +3.0% | +1.4% |
| 6M | +6.3% | +5.5% | +0.8% | -8.1% |
| YTD | +78.8% | +16.1% | +62.7% | +21.7% |
| 1Y | +83.1% | +20.3% | +62.9% | +15.8% |
| 3Y | -5.9% | +90.4% | -96.3% | -77.3% |
| 5Y | +4.8% | +93.5% | -88.7% | -75.8% |
| All | +15.5% | +163.3% | -147.9% | -71.2% |
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