-67.5%
EL vs SPXU
-86.1%
+18.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -1.3% |
| 7D | +1.7% | -1.5% | +3.2% | +1.1% |
| 30D | +15.5% | +3.7% | +11.8% | +17.6% |
| 3M | +20.6% | -9.6% | +30.1% | +16.6% |
| 6M | +10.5% | -32.4% | +42.8% | -4.5% |
| YTD | -1.9% | -28.7% | +26.8% | -12.3% |
| 1Y | +16.1% | -38.2% | +54.3% | -1.4% |
| 3Y | -30.2% | -80.4% | +50.2% | -58.6% |
| All | -67.5% | -86.1% | +18.6% | -78.7% |
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