-13.0%
EFX vs SPY
+76.5%
-89.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | -9.4% | -0.4% | -9.0% | -9.0% |
| 30D | -6.9% | -1.4% | -5.5% | -5.6% |
| 3M | +0.1% | +3.7% | -3.6% | -3.7% |
| 6M | -17.3% | +13.0% | -30.3% | -27.5% |
| YTD | -21.8% | +12.4% | -34.2% | -31.0% |
| 1Y | -32.5% | +18.5% | -51.1% | -43.9% |
| All | -13.0% | +76.5% | -89.5% | -57.5% |
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