+30.1%
SPGI vs EFA
+66.8%
-36.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +1.6% | +1.2% | +0.3% | +0.9% |
| 30D | +16.1% | +0.9% | +15.1% | +15.5% |
| 3M | +15.5% | -3.4% | +18.8% | +17.4% |
| 6M | +19.6% | +2.0% | +17.7% | +18.1% |
| YTD | -3.6% | +10.4% | -14.0% | -10.1% |
| 1Y | +2.2% | +13.3% | -11.0% | -6.4% |
| 3Y | +30.1% | +65.9% | -35.8% | -10.7% |
| All | +30.1% | +66.8% | -36.7% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling