+2.2%
SPGI vs EFA
+53.1%
-50.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.7% |
| 7D | -3.1% | -0.5% | -2.6% | -2.7% |
| 30D | +2.0% | -1.3% | +3.4% | +3.0% |
| 3M | +4.3% | +5.2% | -0.9% | +0.2% |
| 6M | -0.2% | +9.4% | -9.6% | -7.6% |
| YTD | -14.8% | +12.7% | -27.5% | -23.4% |
| 1Y | -18.5% | +19.3% | -37.8% | -30.4% |
| 3Y | +16.0% | +66.3% | -50.4% | -27.1% |
| 5Y | +2.2% | +53.4% | -51.1% | -31.6% |
| All | +2.2% | +53.1% | -50.9% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling