+36.6%
ELF vs SPXS
-30.7%
+67.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.6% |
| 7D | +5.4% | -0.1% | +5.4% | +5.3% |
| 30D | +27.0% | +0.8% | +26.2% | +27.5% |
| 3M | +113.2% | -4.7% | +117.9% | +111.8% |
| 6M | +36.6% | -29.6% | +66.2% | +18.9% |
| All | +36.6% | -30.7% | +67.3% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling