+45.7%
SM vs EFV
+26.5%
+19.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.3% |
| 7D | +2.1% | -2.0% | +4.1% | +0.6% |
| 30D | +18.1% | -0.2% | +18.3% | +18.0% |
| 3M | +17.0% | +9.1% | +7.8% | +24.4% |
| 6M | +55.4% | +11.7% | +43.7% | +69.0% |
| YTD | +108.6% | +17.0% | +91.5% | +112.3% |
| 1Y | +45.7% | +26.7% | +18.9% | +36.0% |
| All | +45.7% | +26.5% | +19.2% | +36.0% |
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 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