+21.7%
ELV vs SPXS
-86.0%
+107.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.4% |
| 7D | +2.8% | +2.5% | +0.3% | +3.1% |
| 30D | +4.9% | +4.2% | +0.7% | +5.6% |
| 3M | +4.9% | -9.3% | +14.2% | +3.7% |
| 6M | +45.1% | -30.7% | +75.8% | +38.3% |
| YTD | +20.7% | -28.1% | +48.7% | +15.9% |
| 1Y | +35.0% | -35.1% | +70.1% | +28.1% |
| 3Y | -2.4% | -79.6% | +77.1% | -20.6% |
| All | +21.7% | -86.0% | +107.6% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling