+338.3%
ELF vs SPXS
-99.5%
+437.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.6% | +5.4% |
| 7D | +4.0% | +7.5% | -3.5% | +7.4% |
| 30D | +10.6% | +17.5% | -6.9% | +18.5% |
| 3M | +25.8% | +14.7% | +11.1% | +34.0% |
| 6M | +89.1% | -0.1% | +89.2% | +92.9% |
| YTD | +52.7% | -19.7% | +72.5% | +45.9% |
| 1Y | +51.7% | -23.6% | +75.3% | +43.2% |
| 3Y | +14.2% | -79.2% | +93.4% | -22.3% |
| 5Y | +270.7% | -81.7% | +352.4% | +186.1% |
| 10Y | +341.9% | -99.5% | +441.5% | +63.1% |
| All | +338.3% | -99.5% | +437.7% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling