-65.3%
EL vs SPXU
-83.3%
+17.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.7% |
| 7D | +1.5% | -7.6% | +9.1% | -1.7% |
| 30D | +10.0% | +5.3% | +4.7% | +13.5% |
| 3M | +28.4% | +9.6% | +18.8% | +35.4% |
| 6M | +37.1% | -4.5% | +41.6% | +37.5% |
| YTD | +7.8% | -25.9% | +33.7% | -1.0% |
| 1Y | +26.0% | -28.9% | +54.9% | +14.1% |
| 3Y | +3.8% | -80.5% | +84.3% | -38.2% |
| All | -65.3% | -83.3% | +17.9% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling