+3.7%
SO vs EFV
+25.8%
-22.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.1% |
| 7D | +1.7% | +2.9% | -1.1% | +1.4% |
| 30D | +11.1% | +3.6% | +7.6% | +10.6% |
| 3M | +0.7% | -0.1% | +0.8% | +0.7% |
| 6M | -1.4% | +9.6% | -11.0% | -2.7% |
| YTD | +9.4% | +17.0% | -7.6% | +5.4% |
| 1Y | +3.7% | +25.7% | -21.9% | -1.8% |
| All | +3.7% | +25.8% | -22.1% | -1.8% |
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 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