+1,332.8%
SPGI vs EFV
+258.8%
+1,074.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +0.1% | +1.5% | -1.4% | -1.1% |
| 30D | +8.4% | +1.7% | +6.7% | +6.8% |
| 3M | +11.8% | +8.6% | +3.2% | +4.1% |
| 6M | +5.7% | +11.7% | -6.0% | -4.4% |
| YTD | -9.7% | +19.3% | -29.0% | -23.1% |
| 1Y | -12.5% | +30.2% | -42.7% | -30.9% |
| 3Y | +21.8% | +91.6% | -69.8% | -31.5% |
| 5Y | +8.2% | +96.4% | -88.2% | -40.9% |
| 10Y | +309.5% | +166.5% | +143.0% | +70.1% |
| All | +1,332.8% | +258.8% | +1,074.0% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling