-94.4%
EXFY vs SPY
+74.6%
-169.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.7% |
| 7D | -6.9% | -0.4% | -6.5% | -6.4% |
| 30D | -7.3% | -1.4% | -5.9% | -5.4% |
| 3M | +92.4% | +3.7% | +88.7% | +83.3% |
| 6M | +141.1% | +13.0% | +128.1% | +100.9% |
| YTD | +51.7% | +12.4% | +39.3% | +27.5% |
| 1Y | +18.0% | +18.5% | -0.5% | -8.6% |
| 3Y | -41.4% | +77.6% | -119.0% | -75.4% |
| All | -94.4% | +74.6% | -169.1% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling