+83.1%
SM vs EFV
+19.5%
+63.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | +0.3% |
| 7D | +9.4% | +2.5% | +6.9% | +12.4% |
| 30D | -14.4% | +2.9% | -17.3% | -11.0% |
| 3M | +1.6% | -1.4% | +3.0% | +1.5% |
| 6M | +6.3% | +5.5% | +0.8% | +13.4% |
| YTD | +78.8% | +16.1% | +62.7% | +93.0% |
| 1Y | +83.1% | +20.3% | +62.9% | +95.7% |
| All | +83.1% | +19.5% | +63.6% | +95.7% |
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 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