+82.6%
SPYM vs EFA
+51.0%
+31.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -0.1% |
| 30D | -1.6% | -2.2% | +0.6% | +0.2% |
| 3M | +4.7% | +5.7% | -0.9% | 0.0% |
| 6M | +12.6% | +8.2% | +4.4% | +5.1% |
| YTD | +11.8% | +11.8% | 0.0% | +1.3% |
| 1Y | +17.5% | +18.3% | -0.7% | +1.5% |
| 3Y | +77.0% | +64.9% | +12.0% | +13.6% |
| 5Y | +82.6% | +52.4% | +30.2% | +25.4% |
| All | +82.6% | +51.0% | +31.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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