+44.1%
EFAD vs SPY
+79.4%
-35.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.5% |
| 7D | -1.2% | -0.9% | -0.2% | -0.7% |
| 30D | +6.9% | -2.4% | +9.3% | +8.2% |
| 3M | +3.7% | -1.2% | +4.9% | +4.3% |
| 6M | +10.1% | +3.3% | +6.8% | +7.9% |
| YTD | +12.9% | +12.3% | +0.6% | +5.7% |
| 1Y | +12.5% | +12.4% | +0.1% | +5.3% |
| All | +44.1% | +79.4% | -35.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling