+4.9%
EFX vs SPG
+137.4%
-132.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -2.0% | +2.7% | -4.7% | -3.9% |
| 30D | +27.9% | +16.6% | +11.3% | +15.0% |
| 3M | +3.8% | +8.1% | -4.2% | -1.7% |
| 6M | +13.0% | +19.3% | -6.4% | +0.6% |
| YTD | -12.4% | +31.1% | -43.5% | -26.6% |
| 1Y | -10.4% | +32.8% | -43.2% | -25.5% |
| All | +4.9% | +137.4% | -132.4% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling