-68.2%
EL vs SPXS
-85.7%
+17.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 6M | +7.4% | -29.6% | +37.0% | -5.4% |
| YTD | -4.7% | -27.6% | +22.9% | -14.2% |
| 1Y | +12.9% | -36.7% | +49.7% | -3.0% |
| 3Y | -32.2% | -79.8% | +47.6% | -59.2% |
| All | -68.2% | -85.7% | +17.4% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling