-75.8%
EFZ vs SPY
+586.0%
-661.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.2% |
| 7D | +1.3% | -2.7% | +4.0% | -1.2% |
| 30D | +1.6% | -5.4% | +6.9% | -3.5% |
| 3M | +6.6% | -4.1% | +10.7% | +2.8% |
| 6M | +3.3% | +0.7% | +2.6% | +4.8% |
| YTD | -4.9% | +8.7% | -13.5% | +4.8% |
| 1Y | -7.8% | +10.9% | -18.7% | +3.7% |
| 3Y | -29.0% | +75.0% | -104.0% | +29.4% |
| 5Y | -20.5% | +67.8% | -88.3% | +47.4% |
| 10Y | -56.9% | +312.9% | -369.7% | +137.6% |
| All | -75.8% | +586.0% | -661.8% | +307.5% |
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