-100.0%
SPXS vs EFV
+360.4%
-460.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +0.1% |
| 7D | -1.5% | +1.0% | -2.5% | +0.7% |
| 30D | +3.7% | +0.2% | +3.5% | +4.2% |
| 3M | -9.6% | +9.6% | -19.2% | +12.1% |
| 6M | -32.4% | +14.0% | -46.4% | -6.1% |
| YTD | -28.7% | +18.5% | -47.1% | +8.6% |
| 1Y | -38.1% | +27.9% | -66.0% | +13.1% |
| 3Y | -80.1% | +92.4% | -172.6% | +5.2% |
| 5Y | -85.9% | +97.2% | -183.1% | +2.9% |
| 10Y | -99.5% | +163.0% | -262.5% | -85.8% |
| All | -100.0% | +360.4% | -460.4% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling