+112.2%
SM vs EFV
+95.4%
+16.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.5% |
| 7D | -0.2% | -0.5% | +0.3% | +0.2% |
| 30D | +20.3% | 0.0% | +20.3% | +20.1% |
| 3M | +22.9% | +8.4% | +14.5% | +11.6% |
| 6M | +47.8% | +12.3% | +35.5% | +25.2% |
| YTD | +107.5% | +17.4% | +90.1% | +64.5% |
| 1Y | +51.7% | +27.1% | +24.6% | +7.7% |
| 3Y | -0.9% | +90.7% | -91.6% | -60.7% |
| 5Y | +112.2% | +95.6% | +16.6% | -16.0% |
| All | +112.2% | +95.4% | +16.9% | -16.0% |
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 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