-7.5%
ELV vs SPXS
-79.5%
+72.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.1% |
| 7D | -2.2% | +1.2% | -3.4% | -2.1% |
| 30D | -0.2% | +5.2% | -5.4% | +0.3% |
| 3M | -6.1% | -9.2% | +3.1% | -6.7% |
| 6M | +42.8% | -29.6% | +72.4% | +38.6% |
| YTD | +14.4% | -27.6% | +42.0% | +11.4% |
| 1Y | +28.6% | -36.7% | +65.3% | +24.1% |
| All | -7.5% | -79.5% | +72.0% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling