-18.0%
ELF vs SPXS
-40.2%
+22.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.9% |
| 7D | +5.4% | -0.1% | +5.4% | +5.3% |
| 30D | +27.0% | +0.8% | +26.2% | +27.8% |
| 3M | +113.2% | -4.7% | +117.9% | +111.3% |
| 6M | +36.6% | -29.6% | +66.2% | +12.5% |
| YTD | +44.2% | -29.8% | +74.0% | +19.2% |
| 1Y | -18.0% | -38.9% | +21.0% | -33.0% |
| All | -18.0% | -40.2% | +22.3% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling