-34.3%
EFX vs SPXU
-36.3%
+2.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.1% |
| 7D | -4.5% | +2.5% | -7.0% | -4.1% |
| 30D | -6.1% | +4.2% | -10.3% | -5.3% |
| 3M | +6.2% | -9.3% | +15.5% | +5.0% |
| 6M | -11.2% | -30.7% | +19.5% | -17.4% |
| YTD | -21.4% | -28.1% | +6.7% | -25.4% |
| 1Y | -34.3% | -35.2% | +0.9% | -38.5% |
| All | -34.3% | -36.3% | +2.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling