-14.3%
EFOR vs SPY
+313.4%
-327.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +2.9% | +0.1% | +2.8% | +2.9% |
| 3M | +58.0% | +2.0% | +56.0% | +53.8% |
| 6M | -22.4% | +13.0% | -35.4% | -33.5% |
| YTD | -32.4% | +13.5% | -46.0% | -42.5% |
| 1Y | -37.9% | +20.0% | -57.9% | -50.7% |
| 3Y | -60.6% | +77.2% | -137.7% | -81.4% |
| 5Y | -71.2% | +81.9% | -153.1% | -86.7% |
| All | -14.3% | +313.4% | -327.7% | -87.0% |
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