+52.7%
EFAD vs SPY
+367.9%
-315.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | -1.2% | -0.9% | -0.2% | -0.6% |
| 30D | +6.9% | -2.4% | +9.3% | +8.6% |
| 3M | +3.7% | -1.2% | +4.9% | +4.4% |
| 6M | +10.1% | +3.3% | +6.8% | +7.4% |
| YTD | +12.9% | +12.3% | +0.6% | +3.9% |
| 1Y | +12.5% | +12.4% | +0.1% | +3.5% |
| 3Y | +44.4% | +78.8% | -34.4% | -5.7% |
| 5Y | +10.6% | +75.2% | -64.6% | -27.4% |
| 10Y | +82.3% | +311.1% | -228.8% | -38.3% |
| All | +52.7% | +367.9% | -315.3% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling