-14.4%
SMR vs EFV
+102.7%
-117.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.8% | -17.3% |
| 7D | -11.2% | -0.8% | -10.4% | -10.5% |
| 30D | -10.2% | +0.6% | -10.9% | -11.3% |
| 3M | -10.0% | +7.5% | -17.6% | -19.4% |
| 6M | -30.5% | +13.0% | -43.5% | -40.8% |
| YTD | -39.2% | +18.3% | -57.6% | -51.3% |
| 1Y | -75.5% | +26.7% | -102.3% | -82.1% |
| 3Y | +45.4% | +89.6% | -44.1% | -34.2% |
| All | -14.4% | +102.7% | -117.1% | -64.9% |
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