-57.4%
EFZ vs SPY
+311.3%
-368.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -0.7% |
| 30D | +1.3% | -0.9% | +2.3% | +0.6% |
| 3M | -5.0% | +3.9% | -8.8% | -1.7% |
| 6M | -9.1% | +14.5% | -23.6% | +2.3% |
| YTD | -10.6% | +12.9% | -23.6% | -0.4% |
| 1Y | -13.9% | +19.4% | -33.3% | +0.5% |
| 3Y | -31.6% | +78.5% | -110.1% | +14.1% |
| 5Y | -25.9% | +81.8% | -107.6% | +32.7% |
| 10Y | -57.4% | +311.5% | -368.9% | +70.8% |
| All | -57.4% | +311.3% | -368.7% | +70.8% |
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