-13.0%
EFX vs SPXU
-79.4%
+66.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | +0.6% |
| 7D | -11.1% | +6.4% | -17.5% | -9.2% |
| 30D | -7.4% | +5.9% | -13.3% | -5.4% |
| 3M | +1.5% | -11.7% | +13.2% | -2.3% |
| 6M | -13.7% | -28.7% | +15.0% | -22.4% |
| YTD | -21.9% | -26.4% | +4.5% | -28.3% |
| 1Y | -30.8% | -35.2% | +4.4% | -39.1% |
| All | -13.0% | -79.4% | +66.4% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling