+30.1%
SPGI vs EFV
+91.9%
-61.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.6% | +2.1% | -0.6% | +0.4% |
| 30D | +16.1% | +3.1% | +13.0% | +14.2% |
| 3M | +15.5% | -1.3% | +16.8% | +16.2% |
| 6M | +19.6% | +6.0% | +13.6% | +15.8% |
| YTD | -3.6% | +15.8% | -19.4% | -12.4% |
| 1Y | +2.2% | +21.1% | -18.9% | -9.9% |
| 3Y | +30.1% | +91.0% | -60.9% | -16.1% |
| All | +30.1% | +91.9% | -61.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling