+140.4%
EFA vs SPG
+64.3%
+76.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | -2.2% | -5.8% | +3.5% | -0.8% |
| 3M | +5.7% | -2.8% | +8.5% | +6.2% |
| 6M | +8.2% | +8.9% | -0.7% | +5.7% |
| YTD | +11.8% | +14.3% | -2.5% | +7.9% |
| 1Y | +18.3% | +19.5% | -1.2% | +12.8% |
| 3Y | +64.9% | +106.9% | -41.9% | +36.7% |
| 5Y | +52.4% | +108.7% | -56.3% | +24.6% |
| All | +140.4% | +64.3% | +76.1% | +100.8% |
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