+819.0%
SPYM vs EFA
+250.0%
+569.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | -0.4% | -0.5% | +0.1% | 0.0% |
| 30D | -1.4% | -1.3% | 0.0% | -0.5% |
| 3M | +3.7% | +5.2% | -1.5% | +0.3% |
| 6M | +13.0% | +9.4% | +3.7% | +6.3% |
| YTD | +12.5% | +12.7% | -0.3% | +3.5% |
| 1Y | +18.6% | +19.3% | -0.7% | +5.2% |
| 3Y | +78.0% | +66.3% | +11.7% | +26.6% |
| 5Y | +82.3% | +53.4% | +29.0% | +36.7% |
| 10Y | +322.9% | +144.4% | +178.4% | +140.5% |
| All | +819.0% | +250.0% | +569.0% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling