+81.8%
EFNL vs SPY
+75.5%
+6.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +1.2% | -2.0% | +3.2% | +2.6% |
| 30D | +5.0% | -1.7% | +6.6% | +6.1% |
| 3M | +4.4% | +4.7% | -0.3% | +1.3% |
| 6M | +13.5% | +12.5% | +1.0% | +5.6% |
| YTD | +16.4% | +11.7% | +4.7% | +8.8% |
| 1Y | +31.5% | +17.5% | +14.0% | +19.4% |
| All | +81.8% | +75.5% | +6.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling