+2,223.6%
SPGI vs EFA
+394.8%
+1,828.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +0.1% | +0.6% | -0.4% | -0.4% |
| 30D | +8.4% | +0.9% | +7.6% | +7.6% |
| 3M | +11.8% | +4.9% | +7.0% | +6.8% |
| 6M | +5.7% | +8.6% | -2.9% | -2.7% |
| YTD | -9.7% | +14.6% | -24.3% | -20.9% |
| 1Y | -12.5% | +22.6% | -35.1% | -27.9% |
| 3Y | +21.8% | +66.5% | -44.7% | -23.8% |
| 5Y | +8.2% | +54.5% | -46.4% | -27.9% |
| 10Y | +309.5% | +144.8% | +164.7% | +85.3% |
| All | +2,223.6% | +394.8% | +1,828.8% | +490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling