-61.0%
SMR vs EFV
+6.5%
-67.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -4.1% |
| 7D | -8.3% | +2.5% | -10.8% | -12.6% |
| 30D | -20.1% | +2.9% | -23.0% | -24.7% |
| 3M | -52.7% | -1.4% | -51.3% | -50.4% |
| 6M | -61.0% | +5.5% | -66.6% | -65.1% |
| All | -61.0% | +6.5% | -67.6% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling