-1.2%
ELAN vs SPXS
-30.3%
+29.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.2% |
| 7D | -5.4% | +2.5% | -7.9% | -4.2% |
| 30D | +4.7% | +4.2% | +0.5% | +7.0% |
| 3M | -3.7% | -9.3% | +5.7% | -8.1% |
| 6M | -1.2% | -30.7% | +29.5% | -16.0% |
| All | -1.2% | -30.3% | +29.1% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling