+68.7%
EFSI vs SPY
+79.4%
-10.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +1.5% | -2.4% | +3.8% | +2.4% |
| 3M | +7.5% | -1.2% | +8.6% | +7.9% |
| 6M | +24.9% | +3.3% | +21.6% | +22.7% |
| YTD | +19.2% | +12.3% | +6.9% | +12.4% |
| 1Y | +32.0% | +12.4% | +19.5% | +24.3% |
| All | +68.7% | +79.4% | -10.7% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling