+590.6%
EFSI vs SPY
+882.9%
-292.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +4.0% | +0.1% | +4.0% | +4.0% |
| 3M | +3.6% | +2.0% | +1.6% | +3.3% |
| 6M | +21.9% | +13.0% | +8.9% | +20.5% |
| YTD | +7.8% | +13.5% | -5.7% | +6.5% |
| 1Y | +17.2% | +20.0% | -2.7% | +15.3% |
| 3Y | +46.1% | +77.2% | -31.1% | +39.5% |
| 5Y | +46.2% | +81.9% | -35.7% | +39.0% |
| 10Y | +151.3% | +314.1% | -162.8% | +126.0% |
| All | +590.6% | +882.9% | -292.3% | +474.4% |
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