+4,578.1%
EFX vs SPY
+3,091.8%
+1,486.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.0% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +3.8% | +2.0% | +1.9% | +1.6% |
| 6M | -13.5% | +13.0% | -26.5% | -22.9% |
| YTD | -17.7% | +13.5% | -31.2% | -26.8% |
| 1Y | -25.6% | +20.0% | -45.5% | -37.1% |
| 3Y | -12.1% | +77.2% | -89.3% | -47.2% |
| 5Y | -33.8% | +81.9% | -115.7% | -60.5% |
| 10Y | +45.1% | +314.1% | -268.9% | -57.7% |
| All | +4,578.1% | +3,091.8% | +1,486.3% | +185.5% |
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 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