+257.4%
EFC vs SPY
+755.8%
-498.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.5% |
| 30D | -1.6% | -3.7% | +2.1% | +1.1% |
| 3M | -13.1% | -2.7% | -10.3% | -11.4% |
| 6M | -11.5% | +2.2% | -13.7% | -13.1% |
| YTD | -7.5% | +10.8% | -18.3% | -14.5% |
| 1Y | -3.6% | +11.2% | -14.9% | -11.2% |
| 3Y | +29.9% | +76.5% | -46.6% | -15.6% |
| 5Y | +17.7% | +72.9% | -55.2% | -22.8% |
| 10Y | +126.8% | +304.8% | -178.0% | -7.6% |
| All | +257.4% | +755.8% | -498.4% | +8.6% |
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