-35.2%
EFX vs SPG
+106.4%
-141.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.8% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -5.7% | -4.9% | -0.8% | -2.7% |
| 3M | +2.5% | +3.3% | -0.8% | +0.8% |
| 6M | -16.7% | +11.2% | -27.9% | -21.8% |
| YTD | -20.2% | +17.1% | -37.2% | -27.4% |
| 1Y | -31.4% | +21.6% | -53.0% | -39.1% |
| 3Y | -10.5% | +111.9% | -122.4% | -44.0% |
| 5Y | -35.2% | +106.9% | -142.1% | -60.2% |
| All | -35.2% | +106.4% | -141.6% | -60.2% |
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