+24.6%
EFAS vs SPY
+13.0%
+11.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +4.2% | -2.4% | +6.5% | +4.9% |
| 3M | -1.7% | -1.2% | -0.5% | -1.4% |
| 6M | +3.3% | +3.3% | 0.0% | +1.7% |
| YTD | +19.4% | +12.3% | +7.1% | +12.3% |
| 1Y | +24.6% | +12.4% | +12.2% | +17.2% |
| All | +24.6% | +13.0% | +11.7% | +17.2% |
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 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