-7.2%
EFOR vs SPY
+304.1%
-311.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +5.0% | -0.6% | +5.6% | +5.8% |
| 30D | -4.1% | -3.7% | -0.4% | +0.1% |
| 3M | +10.8% | -2.7% | +13.6% | +14.5% |
| 6M | +77.0% | +2.2% | +74.8% | +71.4% |
| YTD | -25.3% | +10.8% | -36.2% | -34.7% |
| 1Y | -17.3% | +11.2% | -28.6% | -28.0% |
| 3Y | -58.2% | +76.5% | -134.7% | -80.2% |
| 5Y | -71.4% | +72.9% | -144.3% | -85.9% |
| 10Y | -7.2% | +304.8% | -312.0% | -85.0% |
| All | -7.2% | +304.1% | -311.3% | -85.0% |
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