+14.9%
SPGI vs EFV
+92.6%
-77.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.6% | +2.1% | -0.6% | +0.1% |
| 30D | +16.1% | +3.1% | +13.0% | +13.7% |
| 3M | +15.5% | -1.3% | +16.8% | +16.5% |
| 6M | +19.6% | +6.0% | +13.6% | +14.7% |
| YTD | -3.6% | +15.8% | -19.4% | -14.1% |
| 1Y | +2.2% | +21.1% | -18.9% | -12.1% |
| 3Y | +30.1% | +91.0% | -60.9% | -22.8% |
| 5Y | +14.9% | +94.3% | -79.4% | -34.7% |
| All | +14.9% | +92.6% | -77.7% | -34.7% |
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