+277.7%
ELF vs SPXU
-99.5%
+377.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.5% |
| 7D | -6.8% | +1.3% | -8.0% | -6.3% |
| 30D | +5.1% | +5.1% | 0.0% | +7.3% |
| 3M | +79.8% | -9.1% | +88.9% | +75.1% |
| 6M | +29.7% | -29.6% | +59.3% | +16.0% |
| YTD | +31.6% | -27.7% | +59.3% | +19.7% |
| 1Y | -27.9% | -37.0% | +9.0% | -36.5% |
| 3Y | -26.4% | -80.2% | +53.7% | -51.1% |
| 5Y | +235.6% | -86.0% | +321.6% | +133.9% |
| All | +277.7% | -99.5% | +377.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling