+174.4%
EFSI vs SPY
+318.9%
-144.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +10.0% | -2.0% | +12.0% | +10.3% |
| 30D | +5.9% | -1.7% | +7.6% | +6.2% |
| 3M | +8.5% | +4.7% | +3.7% | +7.5% |
| 6M | +37.1% | +12.5% | +24.6% | +34.3% |
| YTD | +17.5% | +11.7% | +5.8% | +15.2% |
| 1Y | +27.9% | +17.5% | +10.4% | +24.4% |
| 3Y | +59.2% | +76.6% | -17.3% | +46.9% |
| 5Y | +61.6% | +82.0% | -20.4% | +48.4% |
| All | +174.4% | +318.9% | -144.5% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling