+39.7%
EFX vs SPXS
-99.6%
+139.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.2% |
| 7D | -4.5% | +2.5% | -7.0% | -3.7% |
| 30D | -6.1% | +4.2% | -10.3% | -4.6% |
| 3M | +6.2% | -9.3% | +15.5% | +3.4% |
| 6M | -11.2% | -30.7% | +19.5% | -20.3% |
| YTD | -21.4% | -28.1% | +6.7% | -28.1% |
| 1Y | -34.3% | -35.1% | +0.7% | -41.6% |
| 3Y | -12.5% | -79.6% | +67.1% | -40.8% |
| 5Y | -35.6% | -86.3% | +50.7% | -55.1% |
| All | +39.7% | -99.6% | +139.2% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling