+343.9%
EFO vs SPY
+1,015.3%
-671.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +1.1% | +0.1% | +1.0% | +1.0% |
| 3M | +7.8% | +2.0% | +5.8% | +4.7% |
| 6M | +13.2% | +13.0% | +0.1% | -6.2% |
| YTD | +23.6% | +13.5% | +10.1% | +1.8% |
| 1Y | +38.3% | +20.0% | +18.3% | +4.2% |
| 3Y | +110.5% | +77.2% | +33.3% | -16.4% |
| 5Y | +50.5% | +81.9% | -31.3% | -41.1% |
| 10Y | +176.0% | +314.1% | -138.1% | -72.7% |
| All | +343.9% | +1,015.3% | -671.4% | -93.2% |
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