-100.0%
SPXU vs EFV
+287.7%
-387.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | -0.6% |
| 7D | +1.3% | -0.5% | +1.8% | +0.2% |
| 30D | +5.1% | 0.0% | +5.1% | +5.3% |
| 3M | -9.1% | +8.4% | -17.6% | +9.7% |
| 6M | -29.6% | +12.3% | -41.9% | -5.7% |
| YTD | -27.7% | +17.4% | -45.1% | +7.5% |
| 1Y | -37.0% | +27.1% | -64.1% | +13.0% |
| 3Y | -80.2% | +90.7% | -170.9% | +1.3% |
| 5Y | -86.0% | +95.6% | -181.6% | -1.3% |
| 10Y | -99.5% | +165.3% | -264.8% | -86.9% |
| All | -100.0% | +287.7% | -387.7% | -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