+308.0%
EFO vs SPY
+1,003.0%
-695.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -1.6% |
| 7D | -2.3% | -0.9% | -1.4% | -0.7% |
| 30D | +2.3% | -2.4% | +4.6% | +6.5% |
| 3M | -8.0% | -1.2% | -6.9% | -6.0% |
| 6M | +1.1% | +3.3% | -2.2% | -3.6% |
| YTD | +13.6% | +12.3% | +1.3% | -4.5% |
| 1Y | +16.6% | +12.4% | +4.1% | -2.2% |
| 3Y | +111.5% | +78.8% | +32.7% | -17.3% |
| 5Y | +43.4% | +75.2% | -31.8% | -40.1% |
| 10Y | +176.4% | +311.1% | -134.7% | -72.3% |
| All | +308.0% | +1,003.0% | -695.0% | -93.6% |
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