+286.6%
ELF vs SPXS
-99.5%
+386.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -3.8% |
| 7D | +3.4% | -9.5% | +12.8% | -0.4% |
| 30D | +5.0% | +7.4% | -2.4% | +8.8% |
| 3M | +22.6% | +6.1% | +16.5% | +26.9% |
| 6M | +104.0% | -7.3% | +111.3% | +102.7% |
| YTD | +49.3% | -26.7% | +76.0% | +37.9% |
| 1Y | +46.0% | -26.2% | +72.2% | +36.0% |
| 3Y | +19.4% | -80.3% | +99.7% | -20.6% |
| 5Y | +262.0% | -83.4% | +345.4% | +169.3% |
| All | +286.6% | -99.5% | +386.1% | +33.4% |
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