+1,482.6%
ELV vs SPXS
-100.0%
+1,582.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -0.9% |
| 7D | -0.3% | -1.5% | +1.3% | -0.7% |
| 30D | +2.0% | +3.7% | -1.7% | +3.1% |
| 3M | -3.5% | -9.6% | +6.1% | -5.8% |
| 6M | +40.2% | -32.4% | +72.6% | +26.8% |
| YTD | +15.8% | -28.7% | +44.5% | +6.7% |
| 1Y | +33.2% | -38.1% | +71.3% | +18.5% |
| 3Y | -6.2% | -80.1% | +73.9% | -36.8% |
| 5Y | +16.4% | -85.9% | +102.3% | -20.6% |
| 10Y | +259.8% | -99.5% | +359.3% | +17.8% |
| All | +1,482.6% | -100.0% | +1,582.6% | +61.9% |
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