+277.7%
ELF vs SPXS
-99.5%
+377.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.5% |
| 7D | -6.8% | +1.2% | -8.0% | -6.3% |
| 30D | +5.1% | +5.2% | -0.1% | +7.3% |
| 3M | +79.8% | -9.2% | +88.9% | +75.2% |
| 6M | +29.7% | -29.6% | +59.3% | +16.1% |
| YTD | +31.6% | -27.6% | +59.2% | +19.8% |
| 1Y | -27.9% | -36.7% | +8.8% | -36.3% |
| 3Y | -26.4% | -79.8% | +53.4% | -50.7% |
| 5Y | +235.6% | -85.9% | +321.5% | +135.4% |
| All | +277.7% | -99.5% | +377.2% | +42.1% |
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