+52.7%
EFA vs SPXS
-86.0%
+138.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.4% |
| 7D | -1.5% | +2.5% | -4.0% | -0.9% |
| 30D | -1.7% | +4.2% | -5.9% | -0.5% |
| 3M | +3.5% | -9.3% | +12.8% | +1.4% |
| 6M | +9.5% | -30.7% | +40.2% | +1.1% |
| YTD | +12.9% | -28.1% | +40.9% | +5.7% |
| 1Y | +18.2% | -35.1% | +53.3% | +8.5% |
| 3Y | +64.8% | -79.6% | +144.4% | +20.4% |
| All | +52.7% | -86.0% | +138.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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