-6.7%
EFX vs SPG
+34.3%
-41.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | -0.4% |
| 7D | +9.2% | +8.2% | +1.0% | +1.2% |
| 30D | +34.8% | +13.5% | +21.3% | +19.8% |
| 3M | +8.8% | +2.2% | +6.6% | +5.5% |
| 6M | +12.3% | +15.9% | -3.6% | +0.1% |
| YTD | -10.6% | +27.6% | -38.2% | -25.3% |
| 1Y | -6.7% | +30.9% | -37.7% | -24.0% |
| All | -6.7% | +34.3% | -41.0% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling