-30.7%
EFX vs SPXU
-83.3%
+52.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +1.2% |
| 7D | -0.8% | -7.6% | +6.8% | -3.5% |
| 30D | +25.1% | +5.3% | +19.8% | +27.8% |
| 3M | +1.7% | +9.6% | -8.0% | +5.7% |
| 6M | +18.4% | -4.5% | +22.9% | +17.5% |
| YTD | -12.5% | -25.9% | +13.4% | -20.0% |
| 1Y | -8.1% | -28.9% | +20.8% | -17.0% |
| 3Y | +4.8% | -80.5% | +85.3% | -36.8% |
| All | -30.7% | -83.3% | +52.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling