+255.0%
ELF vs SPXS
-86.0%
+341.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.7% |
| 7D | +5.4% | -0.1% | +5.4% | +5.3% |
| 30D | +27.0% | +0.8% | +26.2% | +27.6% |
| 3M | +113.2% | -4.7% | +117.9% | +111.6% |
| 6M | +36.6% | -29.6% | +66.2% | +20.0% |
| YTD | +44.2% | -29.8% | +74.0% | +27.6% |
| 1Y | -18.0% | -38.9% | +21.0% | -30.0% |
| 3Y | -19.9% | -79.6% | +59.7% | -48.5% |
| All | +255.0% | -86.0% | +341.0% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling