+343.3%
SPGI vs EFV
+163.3%
+180.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +1.2% | +2.5% | -1.3% | -0.8% |
| 30D | +15.9% | +2.9% | +13.0% | +13.3% |
| 3M | +12.3% | -1.4% | +13.7% | +13.6% |
| 6M | +23.7% | +5.5% | +18.2% | +18.1% |
| YTD | -3.5% | +16.1% | -19.6% | -15.7% |
| 1Y | +0.4% | +20.3% | -19.9% | -14.9% |
| 3Y | +29.9% | +90.4% | -60.5% | -26.6% |
| 5Y | +15.2% | +93.5% | -78.3% | -36.2% |
| All | +343.3% | +163.3% | +180.0% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling