+30.8%
EFAS vs SPY
+20.8%
+10.0%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +1.4% | +0.1% | +1.4% | +1.4% |
| 3M | +9.2% | +2.0% | +7.2% | +8.4% |
| 6M | +14.2% | +13.0% | +1.2% | +7.8% |
| YTD | +23.4% | +13.5% | +9.9% | +16.2% |
| 1Y | +30.8% | +20.0% | +10.9% | +19.3% |
| All | +30.8% | +20.8% | +10.0% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling