+67.3%
EFR vs SPY
+322.5%
-255.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -2.0% | -1.1% | -0.9% | -1.6% |
| 3M | +0.6% | +3.9% | -3.3% | -1.1% |
| 6M | +3.2% | +13.6% | -10.4% | -2.3% |
| YTD | -1.4% | +12.7% | -14.1% | -6.4% |
| 1Y | -2.7% | +17.5% | -20.2% | -9.3% |
| 3Y | +14.8% | +76.9% | -62.1% | -10.8% |
| 5Y | +13.6% | +83.6% | -70.0% | -14.1% |
| All | +67.3% | +322.5% | -255.2% | -11.4% |
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 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