-57.4%
EFZ vs SPY
+315.0%
-372.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.0% |
| 30D | -1.3% | -3.3% | +2.0% | -3.7% |
| 3M | +4.6% | -2.4% | +7.0% | +3.0% |
| 6M | -0.8% | +2.6% | -3.4% | +1.9% |
| YTD | -7.7% | +11.2% | -19.0% | +1.9% |
| 1Y | -11.3% | +13.4% | -24.7% | -0.3% |
| 3Y | -31.7% | +79.9% | -111.6% | +14.8% |
| 5Y | -23.0% | +72.2% | -95.2% | +32.1% |
| 10Y | -57.4% | +307.3% | -364.8% | +72.8% |
| All | -57.4% | +315.0% | -372.5% | +72.8% |
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 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