+62.6%
EFSC vs SPY
+81.8%
-19.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.5% |
| 30D | -2.9% | -0.9% | -2.0% | -2.2% |
| 3M | +4.1% | +3.9% | +0.2% | +0.8% |
| 6M | +18.6% | +14.5% | +4.1% | +6.3% |
| YTD | +19.9% | +12.9% | +7.0% | +8.6% |
| 1Y | +6.9% | +19.4% | -12.5% | -7.4% |
| 3Y | +76.8% | +78.5% | -1.7% | +13.3% |
| 5Y | +62.6% | +81.8% | -19.1% | +0.8% |
| All | +62.6% | +81.8% | -19.1% | +0.8% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling