-12.5%
SPGI vs EFA
+23.1%
-35.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | +0.6% | -0.4% | +0.1% |
| 30D | +8.4% | +0.9% | +7.6% | +8.3% |
| 3M | +11.8% | +4.9% | +7.0% | +11.4% |
| 6M | +5.7% | +8.6% | -2.9% | +3.8% |
| YTD | -9.7% | +14.6% | -24.3% | -12.9% |
| 1Y | -12.5% | +22.6% | -35.1% | -18.5% |
| All | -12.5% | +23.1% | -35.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling