-13.0%
EFX vs SPXS
-79.1%
+66.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.6% |
| 7D | -11.1% | +6.4% | -17.5% | -9.2% |
| 30D | -7.4% | +6.0% | -13.4% | -5.4% |
| 3M | +1.5% | -11.6% | +13.1% | -2.2% |
| 6M | -13.7% | -28.7% | +15.0% | -22.3% |
| YTD | -21.9% | -26.3% | +4.4% | -28.3% |
| 1Y | -30.8% | -34.9% | +4.1% | -39.0% |
| All | -13.0% | -79.1% | +66.1% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling