+24.4%
EL vs SPXU
-99.6%
+123.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | -0.2% |
| 7D | -6.5% | +2.5% | -9.0% | -5.6% |
| 30D | +11.1% | +4.2% | +7.0% | +13.1% |
| 3M | +10.7% | -9.3% | +20.0% | +7.7% |
| 6M | +6.9% | -30.7% | +37.6% | -4.6% |
| YTD | -6.3% | -28.1% | +21.8% | -14.5% |
| 1Y | +13.5% | -35.2% | +48.7% | +0.7% |
| 3Y | -33.1% | -79.9% | +46.9% | -56.2% |
| 5Y | -68.8% | -86.4% | +17.6% | -78.6% |
| All | +24.4% | -99.6% | +123.9% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling