+414.4%
SPYG vs EFV
+169.9%
+244.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.2% |
| 30D | -1.5% | +0.6% | -2.1% | -2.0% |
| 3M | +3.7% | +7.5% | -3.8% | -2.3% |
| 6M | +16.4% | +13.0% | +3.4% | +5.1% |
| YTD | +13.3% | +18.3% | -5.0% | -1.7% |
| 1Y | +17.9% | +26.7% | -8.9% | -3.5% |
| 3Y | +98.3% | +89.6% | +8.8% | +15.2% |
| 5Y | +86.4% | +98.2% | -11.8% | +3.8% |
| All | +414.4% | +169.9% | +244.5% | +132.1% |
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 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