-58.4%
EFOR vs SPY
+78.0%
-136.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +1.7% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -5.0% | -3.3% | -1.6% | -2.2% |
| 3M | +10.6% | -2.4% | +13.0% | +12.9% |
| 6M | +75.4% | +2.6% | +72.8% | +71.1% |
| YTD | -26.0% | +11.2% | -37.3% | -32.9% |
| 1Y | -18.4% | +13.4% | -31.8% | -27.3% |
| 3Y | -58.4% | +79.9% | -138.3% | -78.4% |
| All | -58.4% | +78.0% | -136.4% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling