+3,509.5%
EFX vs SPG
+5,256.9%
-1,747.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.1% |
| 7D | -8.6% | -2.4% | -6.3% | -7.9% |
| 30D | +0.1% | -6.8% | +6.9% | +2.4% |
| 3M | +3.8% | +2.7% | +1.2% | +3.2% |
| 6M | -13.5% | +5.5% | -19.0% | -14.8% |
| YTD | -17.7% | +15.7% | -33.4% | -21.2% |
| 1Y | -25.6% | +20.9% | -46.4% | -29.7% |
| 3Y | -12.1% | +112.4% | -124.5% | -30.2% |
| 5Y | -33.8% | +101.4% | -135.2% | -46.9% |
| 10Y | +45.1% | +60.6% | -15.5% | +11.1% |
| All | +3,509.5% | +5,256.9% | -1,747.4% | +882.4% |
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