+5.1%
SPGI vs EFV
+96.3%
-91.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | -2.5% | +1.0% | -3.5% | -3.1% |
| 30D | +5.4% | +0.2% | +5.2% | +5.3% |
| 3M | +9.0% | +9.6% | -0.6% | +2.3% |
| 6M | +0.8% | +14.0% | -13.3% | -8.4% |
| YTD | -12.6% | +18.5% | -31.0% | -23.2% |
| 1Y | -16.1% | +27.9% | -44.0% | -30.6% |
| 3Y | +19.0% | +92.4% | -73.5% | -29.1% |
| 5Y | +5.1% | +97.2% | -92.1% | -41.2% |
| All | +5.1% | +96.3% | -91.2% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling