+58.7%
SO vs EFV
+96.3%
-37.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.7% |
| 30D | -3.2% | +0.2% | -3.4% | -3.3% |
| 3M | -1.7% | +9.6% | -11.3% | -4.7% |
| 6M | -7.2% | +14.0% | -21.2% | -11.3% |
| YTD | +4.6% | +18.5% | -13.9% | -1.6% |
| 1Y | +1.2% | +27.9% | -26.7% | -7.4% |
| 3Y | +45.3% | +92.4% | -47.2% | +13.3% |
| 5Y | +58.7% | +97.2% | -38.4% | +17.5% |
| All | +58.7% | +96.3% | -37.6% | +17.5% |
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