-35.2%
SPXU vs EFV
+27.7%
-62.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -0.4% |
| 7D | +2.5% | -0.8% | +3.3% | +1.0% |
| 30D | +4.2% | +0.6% | +3.5% | +5.6% |
| 3M | -9.3% | +7.5% | -16.8% | +4.6% |
| 6M | -30.7% | +13.0% | -43.7% | -9.5% |
| YTD | -28.1% | +18.3% | -46.4% | +6.3% |
| 1Y | -35.2% | +26.7% | -62.0% | +14.6% |
| All | -35.2% | +27.7% | -62.9% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling