+1,056.7%
EFOR vs SPY
+2,954.7%
-1,898.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | -10.1% | -2.7% | -7.4% | -7.2% |
| 30D | -1.6% | -5.4% | +3.8% | +4.6% |
| 3M | +8.8% | -4.1% | +12.9% | +13.9% |
| 6M | +66.6% | +0.7% | +65.9% | +64.4% |
| YTD | -28.7% | +8.7% | -37.4% | -35.6% |
| 1Y | -21.3% | +10.9% | -32.2% | -30.5% |
| 3Y | -60.1% | +75.0% | -135.1% | -79.5% |
| 5Y | -73.1% | +67.8% | -140.9% | -85.3% |
| 10Y | +0.3% | +312.9% | -312.6% | -79.1% |
| All | +1,056.7% | +2,954.7% | -1,898.0% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling