-94.6%
EXFY vs SPY
+73.6%
-168.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | -8.6% | -2.0% | -6.7% | -5.8% |
| 30D | -3.9% | -1.7% | -2.2% | -1.6% |
| 3M | +77.6% | +4.7% | +72.9% | +67.1% |
| 6M | +155.2% | +12.5% | +142.7% | +114.1% |
| YTD | +47.0% | +11.7% | +35.3% | +24.8% |
| 1Y | +18.1% | +17.5% | +0.6% | -7.3% |
| 3Y | -43.1% | +76.6% | -119.7% | -75.9% |
| All | -94.6% | +73.6% | -168.2% | -97.4% |
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