-24.9%
ELF vs SPXS
-38.1%
+13.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -3.9% |
| 7D | -1.2% | -1.5% | +0.4% | -2.0% |
| 30D | +5.9% | +3.7% | +2.2% | +8.3% |
| 3M | +99.5% | -9.6% | +109.1% | +90.6% |
| 6M | +26.5% | -32.4% | +58.9% | +0.5% |
| YTD | +37.2% | -28.7% | +65.8% | +14.5% |
| All | -24.9% | -38.1% | +13.2% | -37.5% |
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