+1,241.8%
EFX vs SPYG
+559.2%
+682.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -9.4% | +0.3% | -9.7% | -9.6% |
| 30D | -6.9% | -1.7% | -5.2% | -5.8% |
| 3M | +0.1% | +3.6% | -3.5% | -3.3% |
| 6M | -17.3% | +16.6% | -33.9% | -27.1% |
| YTD | -21.8% | +13.4% | -35.2% | -29.7% |
| 1Y | -32.5% | +19.6% | -52.1% | -42.0% |
| 3Y | -12.3% | +99.8% | -112.1% | -48.9% |
| 5Y | -36.6% | +85.0% | -121.6% | -60.7% |
| 10Y | +41.0% | +422.1% | -381.1% | -58.7% |
| All | +1,241.8% | +559.2% | +682.6% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling