+1,097.1%
EFOR vs SPY
+2,945.2%
-1,848.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.5% | +1.2% |
| 7D | -4.0% | -4.7% | +0.8% | +1.5% |
| 30D | -1.2% | -5.9% | +4.7% | +5.7% |
| 3M | +12.3% | -4.5% | +16.9% | +18.3% |
| 6M | +69.1% | +1.8% | +67.3% | +64.8% |
| YTD | -26.2% | +8.3% | -34.5% | -33.1% |
| 1Y | -21.0% | +9.3% | -30.3% | -29.1% |
| 3Y | -58.4% | +74.9% | -133.3% | -78.6% |
| 5Y | -72.2% | +67.3% | -139.4% | -84.7% |
| 10Y | +3.8% | +311.6% | -307.8% | -78.3% |
| All | +1,097.1% | +2,945.2% | -1,848.1% | -32.3% |
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 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