+551.0%
EFSC vs SPY
+1,007.6%
-456.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +3.5% |
| 30D | +5.6% | -5.4% | +11.0% | +12.5% |
| 3M | -6.0% | -4.1% | -1.9% | -1.6% |
| 6M | +5.5% | +0.7% | +4.7% | +3.5% |
| YTD | +16.9% | +8.7% | +8.2% | +4.5% |
| 1Y | +20.0% | +10.9% | +9.1% | +4.6% |
| 3Y | +79.8% | +75.0% | +4.8% | -11.1% |
| 5Y | +40.3% | +67.8% | -27.5% | -29.3% |
| 10Y | +130.8% | +312.9% | -182.0% | -63.6% |
| All | +551.0% | +1,007.6% | -456.6% | -55.7% |
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 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