-60.1%
EFOR vs SPY
+75.1%
-135.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -10.1% | -2.7% | -7.4% | -7.8% |
| 30D | -1.6% | -5.4% | +3.8% | +3.1% |
| 3M | +8.8% | -4.1% | +12.9% | +12.7% |
| 6M | +66.6% | +0.7% | +65.9% | +65.0% |
| YTD | -28.7% | +8.7% | -37.4% | -34.0% |
| 1Y | -21.3% | +10.9% | -32.2% | -28.5% |
| 3Y | -60.1% | +75.0% | -135.1% | -78.7% |
| All | -60.1% | +75.1% | -135.2% | -78.7% |
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