+135.5%
SPG vs EFV
+91.9%
+43.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +5.6% | +2.1% | +3.4% | +4.0% |
| 30D | +17.6% | +3.1% | +14.5% | +15.0% |
| 3M | +7.5% | -1.3% | +8.8% | +8.4% |
| 6M | +18.5% | +6.0% | +12.5% | +13.1% |
| YTD | +30.9% | +15.8% | +15.1% | +15.8% |
| 1Y | +34.1% | +21.1% | +13.0% | +14.2% |
| 3Y | +135.5% | +91.0% | +44.5% | +29.4% |
| All | +135.5% | +91.9% | +43.6% | +29.4% |
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