-53.7%
SMR vs EFV
+98.8%
-152.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.9% |
| 7D | -8.3% | +2.5% | -10.8% | -11.6% |
| 30D | -20.1% | +2.9% | -23.0% | -23.6% |
| 3M | -52.7% | -1.4% | -51.3% | -51.6% |
| 6M | -61.0% | +5.5% | -66.6% | -63.7% |
| YTD | -67.1% | +16.1% | -83.2% | -72.8% |
| 1Y | -79.9% | +20.3% | -100.1% | -84.1% |
| 3Y | +101.7% | +90.4% | +11.3% | -8.0% |
| All | -53.7% | +98.8% | -152.5% | -80.4% |
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