+89.1%
ELF vs SPXS
-2.5%
+91.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.6% | +5.4% |
| 7D | +4.0% | +7.5% | -3.5% | +6.9% |
| 30D | +10.6% | +17.5% | -6.9% | +17.4% |
| 3M | +25.8% | +14.7% | +11.1% | +32.9% |
| 6M | +89.1% | -0.1% | +89.2% | +98.5% |
| All | +89.1% | -2.5% | +91.5% | +98.5% |
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 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