+731.1%
EL vs SPXU
-100.0%
+831.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.6% |
| 7D | +1.5% | -7.6% | +9.1% | -1.2% |
| 30D | +10.0% | +5.3% | +4.7% | +12.9% |
| 3M | +28.4% | +9.6% | +18.8% | +34.2% |
| 6M | +37.1% | -4.5% | +41.6% | +37.6% |
| YTD | +7.8% | -25.9% | +33.7% | +0.8% |
| 1Y | +26.0% | -28.9% | +54.9% | +16.5% |
| 3Y | +3.8% | -80.5% | +84.3% | -31.2% |
| 5Y | -65.2% | -83.4% | +18.2% | -73.9% |
| 10Y | +62.1% | -99.5% | +161.6% | -45.5% |
| All | +731.1% | -100.0% | +831.1% | -9.2% |
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