+350.4%
ELF vs SPXS
-99.5%
+449.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.0% | +9.8% | 0.0% |
| 7D | +7.8% | -1.5% | +9.3% | +7.8% |
| 30D | +9.3% | +9.6% | -0.4% | +14.1% |
| 3M | +21.2% | +8.5% | +12.7% | +26.4% |
| 6M | +96.1% | -5.8% | +101.9% | +96.0% |
| YTD | +57.0% | -25.4% | +82.3% | +46.0% |
| 1Y | +61.9% | -28.8% | +90.7% | +48.8% |
| 3Y | +20.0% | -80.9% | +100.9% | -20.9% |
| 5Y | +284.8% | -83.1% | +367.9% | +188.6% |
| 10Y | +364.2% | -99.5% | +463.7% | +71.8% |
| All | +350.4% | -99.5% | +449.9% | +73.1% |
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