+253.5%
EFG vs SPY
+817.3%
-563.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | +1.2% | +2.0% | -0.8% | -0.6% |
| 6M | +5.7% | +13.0% | -7.4% | -5.7% |
| YTD | +10.2% | +13.5% | -3.3% | -2.0% |
| 1Y | +14.9% | +20.0% | -5.0% | -3.1% |
| 3Y | +43.3% | +77.2% | -33.8% | -17.7% |
| 5Y | +19.4% | +81.9% | -62.5% | -33.6% |
| 10Y | +113.8% | +314.1% | -200.2% | -49.7% |
| All | +253.5% | +817.3% | -563.8% | -63.1% |
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