+111.9%
SPG vs EFV
+92.7%
+19.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.7% |
| 30D | -4.9% | +0.2% | -5.1% | -5.1% |
| 3M | +3.3% | +9.6% | -6.3% | -3.8% |
| 6M | +11.2% | +14.0% | -2.8% | +0.1% |
| YTD | +17.1% | +18.5% | -1.4% | +1.5% |
| 1Y | +21.6% | +27.9% | -6.3% | -1.4% |
| 3Y | +111.9% | +92.4% | +19.4% | +13.1% |
| All | +111.9% | +92.7% | +19.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling