+614.3%
SPG vs EFV
+258.8%
+355.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | -2.4% | +1.5% | -3.9% | -3.9% |
| 30D | -6.8% | +1.7% | -8.6% | -8.6% |
| 3M | +2.7% | +8.6% | -6.0% | -6.4% |
| 6M | +5.5% | +11.7% | -6.2% | -7.0% |
| YTD | +15.7% | +19.3% | -3.6% | -5.3% |
| 1Y | +20.9% | +30.2% | -9.3% | -10.1% |
| 3Y | +112.4% | +91.6% | +20.8% | +3.2% |
| 5Y | +101.4% | +96.4% | +5.0% | -5.1% |
| 10Y | +60.6% | +166.5% | -105.8% | -41.5% |
| All | +614.3% | +258.8% | +355.4% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling