+688.7%
EFX vs SPXU
-100.0%
+788.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -2.5% |
| 7D | -7.8% | -1.5% | -6.4% | -8.2% |
| 30D | -5.7% | +3.7% | -9.4% | -4.4% |
| 3M | +2.5% | -9.6% | +12.1% | -0.4% |
| 6M | -16.7% | -32.4% | +15.7% | -25.8% |
| YTD | -20.2% | -28.7% | +8.5% | -27.2% |
| 1Y | -31.4% | -38.2% | +6.8% | -40.0% |
| 3Y | -10.5% | -80.4% | +69.9% | -40.4% |
| 5Y | -35.2% | -86.0% | +50.8% | -54.5% |
| 10Y | +40.2% | -99.5% | +139.7% | -53.4% |
| All | +688.7% | -100.0% | +788.7% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling