+146.5%
EFA vs SPG
+113.9%
+32.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +2.0% | +0.2% | +1.8% |
| 30D | +1.4% | +17.2% | -15.9% | -2.5% |
| 3M | -4.2% | +6.3% | -10.5% | -5.6% |
| 6M | +1.9% | +18.7% | -16.8% | -2.5% |
| YTD | +10.2% | +30.1% | -19.9% | +3.0% |
| 1Y | +12.8% | +32.8% | -20.0% | +4.9% |
| 3Y | +65.2% | +133.6% | -68.4% | +32.9% |
| 5Y | +49.8% | +84.4% | -34.6% | +25.3% |
| All | +146.5% | +113.9% | +32.6% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling