-35.9%
EFX vs SPYG
+82.6%
-118.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | -11.1% | -1.8% | -9.3% | -9.8% |
| 30D | -7.4% | -1.9% | -5.5% | -6.0% |
| 3M | +1.5% | +5.2% | -3.7% | -3.4% |
| 6M | -13.7% | +15.6% | -29.2% | -24.6% |
| YTD | -21.9% | +12.4% | -34.3% | -30.1% |
| 1Y | -30.8% | +17.5% | -48.2% | -40.7% |
| 3Y | -12.4% | +98.1% | -110.4% | -55.0% |
| 5Y | -35.9% | +84.9% | -120.8% | -65.2% |
| All | -35.9% | +82.6% | -118.5% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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