+108.6%
EFG vs SPY
+318.9%
-210.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -2.7% | -2.0% | -0.7% | -1.0% |
| 30D | -4.3% | -1.7% | -2.7% | -3.0% |
| 3M | +2.5% | +4.7% | -2.2% | -1.2% |
| 6M | +4.9% | +12.5% | -7.6% | -4.5% |
| YTD | +6.9% | +11.7% | -4.9% | -2.1% |
| 1Y | +10.1% | +17.5% | -7.4% | -3.3% |
| 3Y | +41.7% | +76.6% | -34.8% | -11.2% |
| 5Y | +16.5% | +82.0% | -65.5% | -29.0% |
| All | +108.6% | +318.9% | -210.2% | -33.8% |
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