-10.4%
EFOR vs SPY
+311.8%
-322.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.5% |
| 7D | -2.7% | -0.9% | -1.8% | -1.6% |
| 30D | -3.8% | -2.4% | -1.5% | -1.2% |
| 3M | +9.6% | -1.2% | +10.8% | +11.0% |
| 6M | +90.4% | +3.3% | +87.1% | +82.0% |
| YTD | -25.3% | +12.3% | -37.6% | -35.7% |
| 1Y | -19.6% | +12.4% | -32.1% | -30.9% |
| 3Y | -58.2% | +78.8% | -137.0% | -80.5% |
| 5Y | -71.9% | +75.2% | -147.1% | -86.4% |
| 10Y | -10.4% | +311.1% | -321.5% | -86.3% |
| All | -10.4% | +311.8% | -322.1% | -86.3% |
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