+672.4%
EL vs SPXU
-100.0%
+772.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.4% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +19.8% | +0.8% | +19.0% | +20.4% |
| 3M | +25.7% | -4.7% | +30.4% | +24.8% |
| 6M | +5.4% | -29.6% | +35.1% | -4.8% |
| YTD | +0.2% | -29.9% | +30.1% | -9.0% |
| 1Y | +20.4% | -39.1% | +59.5% | +5.1% |
| 3Y | -32.1% | -80.0% | +47.9% | -54.8% |
| 5Y | -67.2% | -86.0% | +18.9% | -76.9% |
| 10Y | +31.7% | -99.5% | +131.3% | -56.9% |
| All | +672.4% | -100.0% | +772.4% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling