-31.9%
EL vs SPXU
-79.8%
+47.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.2% |
| 7D | -2.4% | +1.3% | -3.6% | -1.8% |
| 30D | +13.7% | +5.1% | +8.5% | +16.4% |
| 3M | +14.5% | -9.1% | +23.6% | +11.0% |
| 6M | +7.4% | -29.6% | +37.0% | -5.7% |
| YTD | -4.7% | -27.7% | +23.0% | -14.5% |
| 1Y | +12.9% | -37.0% | +49.9% | -3.4% |
| All | -31.9% | -79.8% | +47.9% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling