-36.5%
ELAN vs SPXS
-98.6%
+62.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -2.3% |
| 7D | -6.4% | +6.4% | -12.8% | -4.2% |
| 30D | +0.6% | +6.0% | -5.4% | +2.9% |
| 3M | 0.0% | -11.6% | +11.6% | -3.8% |
| 6M | -3.4% | -28.7% | +25.3% | -12.4% |
| YTD | +1.0% | -26.3% | +27.3% | -6.6% |
| 1Y | +24.7% | -34.9% | +59.6% | +11.3% |
| 3Y | +97.2% | -79.5% | +176.7% | +32.5% |
| 5Y | -31.5% | -85.9% | +54.4% | -52.4% |
| All | -36.5% | -98.6% | +62.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling