+315.0%
EFC vs SPY
+776.7%
-461.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | +2.5% | +2.0% | +0.6% | +0.9% |
| 6M | +17.2% | +13.0% | +4.2% | +7.0% |
| YTD | +7.4% | +13.5% | -6.1% | -2.4% |
| 1Y | +10.6% | +20.0% | -9.4% | -3.7% |
| 3Y | +46.8% | +77.2% | -30.4% | -4.7% |
| 5Y | +35.6% | +81.9% | -46.3% | -14.2% |
| 10Y | +141.1% | +314.1% | -172.9% | -3.4% |
| All | +315.0% | +776.7% | -461.7% | +24.0% |
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