-35.9%
EFX vs SPXS
-85.4%
+49.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.7% |
| 7D | -11.1% | +6.4% | -17.5% | -9.0% |
| 30D | -7.4% | +6.0% | -13.4% | -5.2% |
| 3M | +1.5% | -11.6% | +13.1% | -2.7% |
| 6M | -13.7% | -28.7% | +15.0% | -23.1% |
| YTD | -21.9% | -26.3% | +4.4% | -28.9% |
| 1Y | -30.8% | -34.9% | +4.1% | -39.6% |
| 3Y | -12.4% | -79.5% | +67.1% | -45.8% |
| 5Y | -35.9% | -85.9% | +50.0% | -58.5% |
| All | -35.9% | -85.4% | +49.5% | -58.5% |
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