+764.5%
EFX vs SPXU
-100.0%
+864.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +1.1% |
| 7D | -0.8% | -7.6% | +6.8% | -3.2% |
| 30D | +25.1% | +5.3% | +19.8% | +27.5% |
| 3M | +1.7% | +9.6% | -8.0% | +5.3% |
| 6M | +18.4% | -4.5% | +22.9% | +17.7% |
| YTD | -12.5% | -25.9% | +13.4% | -18.9% |
| 1Y | -8.1% | -28.9% | +20.8% | -15.8% |
| 3Y | +4.8% | -80.5% | +85.3% | -30.5% |
| 5Y | -30.1% | -83.4% | +53.3% | -48.3% |
| 10Y | +81.5% | -99.5% | +180.9% | -39.0% |
| All | +764.5% | -100.0% | +864.5% | +12.7% |
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