+0.4%
SPGI vs EFA
+11.8%
-11.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.2% | +2.2% | -1.0% | +0.8% |
| 30D | +15.9% | +1.4% | +14.5% | +15.7% |
| 3M | +12.3% | -4.2% | +16.5% | +12.9% |
| 6M | +23.7% | +1.9% | +21.8% | +23.4% |
| YTD | -3.5% | +10.2% | -13.7% | -7.8% |
| 1Y | +0.4% | +12.8% | -12.4% | -4.8% |
| All | +0.4% | +11.8% | -11.4% | -4.8% |
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