+832.1%
EFX vs SPXS
-100.0%
+932.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.6% |
| 7D | -9.4% | +1.2% | -10.6% | -8.9% |
| 30D | -6.9% | +5.2% | -12.1% | -5.2% |
| 3M | +0.1% | -9.2% | +9.3% | -2.5% |
| 6M | -17.3% | -29.6% | +12.3% | -25.4% |
| YTD | -21.8% | -27.6% | +5.8% | -28.4% |
| 1Y | -32.5% | -36.7% | +4.2% | -40.5% |
| 3Y | -12.3% | -79.8% | +67.5% | -41.0% |
| 5Y | -36.6% | -85.9% | +49.3% | -55.2% |
| 10Y | +41.0% | -99.5% | +140.6% | -54.4% |
| All | +832.1% | -100.0% | +932.1% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling