-2.7%
EFOR vs SPY
+315.0%
-317.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +0.9% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -5.0% | -3.3% | -1.6% | -1.2% |
| 3M | +10.6% | -2.4% | +13.0% | +13.8% |
| 6M | +75.4% | +2.6% | +72.8% | +69.1% |
| YTD | -26.0% | +11.2% | -37.3% | -35.6% |
| 1Y | -18.4% | +13.4% | -31.8% | -30.6% |
| 3Y | -58.4% | +79.9% | -138.3% | -80.8% |
| 5Y | -72.0% | +72.2% | -144.2% | -86.2% |
| 10Y | -2.7% | +307.3% | -310.0% | -84.6% |
| All | -2.7% | +315.0% | -317.7% | -84.6% |
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 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