+62.0%
SPG vs EFV
+167.0%
-105.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -2.2% | -2.0% | -0.2% | +0.2% |
| 30D | -5.8% | -0.2% | -5.6% | -5.6% |
| 3M | -2.8% | +9.1% | -11.9% | -12.9% |
| 6M | +8.9% | +11.7% | -2.8% | -5.7% |
| YTD | +14.3% | +17.0% | -2.8% | -7.1% |
| 1Y | +19.5% | +26.7% | -7.2% | -12.2% |
| 3Y | +106.9% | +90.2% | +16.7% | -11.1% |
| 5Y | +108.7% | +96.1% | +12.6% | -14.7% |
| All | +62.0% | +167.0% | -105.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling