+574.6%
EFSC vs SPY
+1,057.3%
-482.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | +6.5% | +2.0% | +4.5% | +3.4% |
| 6M | +15.3% | +13.0% | +2.3% | -1.2% |
| YTD | +21.1% | +13.5% | +7.6% | +3.2% |
| 1Y | +8.1% | +20.0% | -11.9% | -14.0% |
| 3Y | +73.8% | +77.2% | -3.4% | -15.1% |
| 5Y | +61.7% | +81.9% | -20.2% | -26.0% |
| 10Y | +147.9% | +314.1% | -166.2% | -60.7% |
| All | +574.6% | +1,057.3% | -482.6% | -56.3% |
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