+914.3%
EL vs SPXS
-100.0%
+1,014.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.6% |
| 7D | +1.5% | -7.5% | +9.0% | -1.1% |
| 30D | +10.0% | +5.3% | +4.7% | +12.9% |
| 3M | +28.4% | +9.7% | +18.7% | +34.2% |
| 6M | +37.1% | -4.6% | +41.6% | +37.6% |
| YTD | +7.8% | -25.8% | +33.6% | +0.9% |
| 1Y | +26.0% | -28.8% | +54.8% | +16.6% |
| 3Y | +3.8% | -80.2% | +84.0% | -30.8% |
| 5Y | -65.2% | -83.2% | +18.0% | -73.8% |
| 10Y | +62.1% | -99.5% | +161.6% | -46.4% |
| All | +914.3% | -100.0% | +1,014.3% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling