+53.4%
EFA vs SPG
+104.0%
-50.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -1.3% | -6.3% | +4.9% | +0.8% |
| 3M | +5.2% | -2.4% | +7.6% | +5.8% |
| 6M | +9.4% | +9.6% | -0.3% | +5.4% |
| YTD | +12.7% | +14.2% | -1.5% | +6.9% |
| 1Y | +19.3% | +19.3% | 0.0% | +11.2% |
| 3Y | +66.3% | +106.7% | -40.4% | +24.3% |
| 5Y | +53.4% | +104.2% | -50.9% | +11.0% |
| All | +53.4% | +104.0% | -50.7% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling