-3.6%
SMR vs EFV
+104.3%
-107.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | +4.4% | +1.5% | +2.9% | +2.1% |
| 30D | +3.4% | +1.7% | +1.7% | +1.0% |
| 3M | -19.2% | +8.6% | -27.8% | -28.1% |
| 6M | -22.6% | +11.7% | -34.3% | -32.8% |
| YTD | -31.5% | +19.3% | -50.8% | -45.6% |
| 1Y | -73.1% | +30.2% | -103.3% | -81.0% |
| 3Y | +55.0% | +91.6% | -36.6% | -30.6% |
| All | -3.6% | +104.3% | -107.9% | -60.8% |
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