-31.9%
EL vs SPXS
-79.5%
+47.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.2% |
| 7D | -2.4% | +1.2% | -3.6% | -1.8% |
| 30D | +13.7% | +5.2% | +8.5% | +16.5% |
| 3M | +14.5% | -9.2% | +23.7% | +11.1% |
| 6M | +7.4% | -29.6% | +37.0% | -5.6% |
| YTD | -4.7% | -27.6% | +22.9% | -14.4% |
| 1Y | +12.9% | -36.7% | +49.7% | -3.1% |
| All | -31.9% | -79.5% | +47.6% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling