+153.2%
EFAS vs SPY
+293.4%
-140.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | +4.2% | -2.4% | +6.5% | +5.7% |
| 3M | -1.7% | -1.2% | -0.5% | -1.1% |
| 6M | +3.3% | +3.3% | 0.0% | +0.7% |
| YTD | +19.4% | +12.3% | +7.1% | +10.1% |
| 1Y | +24.6% | +12.4% | +12.2% | +14.7% |
| 3Y | +103.4% | +78.8% | +24.6% | +33.3% |
| 5Y | +95.3% | +75.2% | +20.1% | +28.4% |
| All | +153.2% | +293.4% | -140.2% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling