+20.4%
EL vs SPXS
-40.2%
+60.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.6% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +19.8% | +0.8% | +19.0% | +20.6% |
| 3M | +25.7% | -4.7% | +30.4% | +24.8% |
| 6M | +5.4% | -29.6% | +35.1% | -9.1% |
| YTD | +0.2% | -29.8% | +30.0% | -12.9% |
| 1Y | +20.4% | -38.9% | +59.4% | +0.4% |
| All | +20.4% | -40.2% | +60.7% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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