+22.3%
EL vs SPXU
-30.4%
+52.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +4.1% |
| 7D | +2.5% | +2.2% | +0.3% | +3.6% |
| 30D | +20.1% | +3.8% | +16.3% | +22.3% |
| 3M | +29.3% | +3.3% | +26.0% | +32.0% |
| 6M | +38.8% | -16.7% | +55.5% | +28.7% |
| YTD | +8.1% | -28.6% | +36.7% | -4.8% |
| 1Y | +22.3% | -30.6% | +52.9% | +7.2% |
| All | +22.3% | -30.4% | +52.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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