+58.6%
ELF vs SPXS
-26.2%
+84.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +4.5% |
| 7D | +1.6% | -7.5% | +9.1% | -1.5% |
| 30D | +9.1% | +5.3% | +3.8% | +12.4% |
| 3M | +28.2% | +9.7% | +18.5% | +35.0% |
| 6M | +119.5% | -4.6% | +124.1% | +120.0% |
| YTD | +55.2% | -25.8% | +80.9% | +38.9% |
| 1Y | +58.6% | -28.8% | +87.4% | +39.5% |
| All | +58.6% | -26.2% | +84.8% | +39.5% |
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