-71.0%
SMR vs EFV
+26.3%
-97.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -4.8% |
| 7D | +4.7% | -2.0% | +6.7% | +9.7% |
| 30D | +3.2% | -0.2% | +3.4% | +3.7% |
| 3M | +9.9% | +9.1% | +0.8% | -10.4% |
| 6M | -15.1% | +11.7% | -26.8% | -31.6% |
| YTD | -27.9% | +17.0% | -45.0% | -49.3% |
| All | -71.0% | +26.3% | -97.3% | -82.2% |
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 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