+34.6%
SM vs EFV
+258.8%
-224.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.3% |
| 7D | +0.1% | +1.5% | -1.4% | -2.0% |
| 30D | +26.3% | +1.7% | +24.6% | +22.9% |
| 3M | +8.7% | +8.6% | 0.0% | -4.4% |
| 6M | +51.7% | +11.7% | +40.0% | +23.5% |
| YTD | +99.0% | +19.3% | +79.8% | +46.9% |
| 1Y | +34.6% | +30.2% | +4.4% | -12.8% |
| 3Y | -7.8% | +91.6% | -99.3% | -66.0% |
| 5Y | +104.8% | +96.4% | +8.4% | -25.3% |
| 10Y | +7.2% | +166.5% | -159.2% | -63.6% |
| All | +34.6% | +258.8% | -224.2% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling