+14.2%
ELF vs SPXS
-79.2%
+93.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.6% | +5.3% |
| 7D | +4.0% | +7.5% | -3.5% | +8.4% |
| 30D | +10.6% | +17.5% | -6.9% | +21.0% |
| 3M | +25.8% | +14.7% | +11.1% | +36.5% |
| 6M | +89.1% | -0.1% | +89.2% | +93.3% |
| YTD | +52.7% | -19.7% | +72.5% | +42.0% |
| 1Y | +51.7% | -23.6% | +75.3% | +38.6% |
| 3Y | +14.2% | -79.2% | +93.4% | -32.2% |
| All | +14.2% | -79.2% | +93.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling