+39.7%
EFX vs SPG
+64.5%
-24.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.5% | -1.2% | -3.4% | -4.2% |
| 30D | -6.1% | -6.1% | +0.1% | -4.3% |
| 3M | +6.2% | -3.6% | +9.9% | +7.6% |
| 6M | -11.2% | +10.4% | -21.6% | -13.5% |
| YTD | -21.4% | +14.4% | -35.8% | -24.2% |
| 1Y | -34.3% | +16.5% | -50.9% | -37.0% |
| 3Y | -12.5% | +106.8% | -119.3% | -27.8% |
| 5Y | -35.6% | +108.9% | -144.5% | -47.2% |
| All | +39.7% | +64.5% | -24.8% | +18.6% |
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