+3,741.1%
EFX vs SPG
+5,968.7%
-2,227.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.0% |
| 3M | +3.8% | +8.1% | -4.2% | +1.5% |
| 6M | +13.0% | +19.3% | -6.4% | +7.1% |
| YTD | -12.4% | +31.1% | -43.5% | -19.3% |
| 1Y | -10.4% | +32.8% | -43.2% | -17.8% |
| 3Y | +4.4% | +135.8% | -131.3% | -19.7% |
| 5Y | -28.9% | +85.1% | -114.0% | -41.6% |
| 10Y | +81.7% | +115.9% | -34.2% | +26.6% |
| All | +3,741.1% | +5,968.7% | -2,227.7% | +906.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling