+81.7%
EFX vs SPG
+116.4%
-34.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | +2.7% | -4.7% | -2.8% |
| 30D | +27.9% | +16.6% | +11.3% | +22.3% |
| 3M | +3.8% | +8.1% | -4.2% | +1.6% |
| 6M | +13.0% | +19.3% | -6.4% | +7.6% |
| YTD | -12.4% | +31.1% | -43.5% | -18.7% |
| 1Y | -10.4% | +32.8% | -43.2% | -17.2% |
| 3Y | +4.4% | +135.8% | -131.3% | -17.0% |
| 5Y | -28.9% | +85.1% | -114.0% | -41.1% |
| 10Y | +81.7% | +115.9% | -34.2% | +39.8% |
| All | +81.7% | +116.4% | -34.6% | +39.8% |
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