+39.8%
EFSC vs SPY
+67.4%
-27.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +0.4% | -2.7% | +3.1% | +2.4% |
| 30D | +5.6% | -5.4% | +11.0% | +10.0% |
| 3M | -6.0% | -4.1% | -1.9% | -3.2% |
| 6M | +5.5% | +0.7% | +4.7% | +4.3% |
| YTD | +16.9% | +8.7% | +8.2% | +8.9% |
| 1Y | +20.0% | +10.9% | +9.1% | +10.0% |
| 3Y | +79.8% | +75.0% | +4.8% | +17.1% |
| All | +39.8% | +67.4% | -27.6% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling