-85.9%
SPXS vs EFV
+94.1%
-180.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.2% |
| 7D | +6.4% | -2.0% | +8.4% | +1.7% |
| 30D | +6.0% | -0.2% | +6.2% | +5.7% |
| 3M | -11.6% | +9.1% | -20.8% | +9.0% |
| 6M | -28.7% | +11.7% | -40.4% | -4.7% |
| YTD | -26.3% | +17.0% | -43.3% | +10.8% |
| 1Y | -34.9% | +26.7% | -61.6% | +19.3% |
| 3Y | -79.5% | +90.2% | -169.6% | +16.7% |
| 5Y | -85.9% | +96.1% | -182.0% | +18.9% |
| All | -85.9% | +94.1% | -180.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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