+705.2%
SPG vs EFV
+247.9%
+457.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.3% |
| 7D | +3.1% | +0.7% | +2.4% | +2.3% |
| 30D | +16.4% | +2.0% | +14.4% | +13.9% |
| 3M | +7.1% | -1.6% | +8.7% | +8.7% |
| 6M | +16.1% | +5.8% | +10.3% | +8.6% |
| YTD | +30.4% | +15.6% | +14.8% | +10.2% |
| 1Y | +33.0% | +19.0% | +14.0% | +8.8% |
| 3Y | +134.6% | +90.7% | +44.0% | +14.2% |
| 5Y | +84.9% | +92.8% | -7.9% | -11.3% |
| 10Y | +114.9% | +160.5% | -45.6% | -19.9% |
| All | +705.2% | +247.9% | +457.3% | +129.7% |
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 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