-35.6%
ELAN vs SPXS
-98.6%
+63.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.5% |
| 7D | -5.4% | +2.5% | -7.9% | -4.5% |
| 30D | +4.7% | +4.2% | +0.5% | +6.5% |
| 3M | -3.7% | -9.3% | +5.7% | -6.5% |
| 6M | -1.2% | -30.7% | +29.5% | -11.3% |
| YTD | +2.4% | -28.1% | +30.4% | -6.2% |
| 1Y | +23.4% | -35.1% | +58.4% | +10.0% |
| 3Y | +96.7% | -79.6% | +176.3% | +31.8% |
| 5Y | -30.6% | -86.3% | +55.7% | -52.2% |
| All | -35.6% | -98.6% | +63.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling