+45.3%
SO vs EFV
+92.7%
-47.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | -3.2% | +0.2% | -3.4% | -3.3% |
| 3M | -1.7% | +9.6% | -11.3% | -4.3% |
| 6M | -7.2% | +14.0% | -21.2% | -10.8% |
| YTD | +4.6% | +18.5% | -13.9% | -1.0% |
| 1Y | +1.2% | +27.9% | -26.7% | -6.6% |
| 3Y | +45.3% | +92.4% | -47.2% | +8.9% |
| All | +45.3% | +92.7% | -47.4% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling