+194.9%
EFR vs SPY
+1,005.4%
-810.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | +1.1% | +2.0% | -0.9% | +0.1% |
| 6M | +2.5% | +13.0% | -10.5% | -3.0% |
| YTD | -0.9% | +13.5% | -14.5% | -6.4% |
| 1Y | -2.5% | +20.0% | -22.5% | -10.2% |
| 3Y | +15.2% | +77.2% | -62.0% | -11.2% |
| 5Y | +15.9% | +81.9% | -65.9% | -12.7% |
| 10Y | +69.7% | +314.1% | -244.4% | -13.5% |
| All | +194.9% | +1,005.4% | -810.5% | +0.2% |
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