+120.5%
EFC vs SPY
+307.0%
-186.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -3.5% |
| 30D | -3.9% | -2.0% | -1.9% | -2.4% |
| 3M | -16.2% | -2.8% | -13.4% | -14.3% |
| 6M | -12.0% | +2.1% | -14.1% | -13.9% |
| YTD | -9.5% | +11.5% | -21.0% | -18.0% |
| 1Y | -8.1% | +13.5% | -21.6% | -18.1% |
| 3Y | +28.5% | +77.7% | -49.2% | -24.5% |
| 5Y | +16.3% | +72.6% | -56.3% | -30.4% |
| All | +120.5% | +307.0% | -186.5% | -27.3% |
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 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