-7.5%
ELV vs SPXU
-79.8%
+72.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.1% |
| 7D | -2.2% | +1.3% | -3.5% | -2.1% |
| 30D | -0.2% | +5.1% | -5.3% | +0.3% |
| 3M | -6.1% | -9.1% | +3.0% | -6.7% |
| 6M | +42.8% | -29.6% | +72.4% | +38.5% |
| YTD | +14.4% | -27.7% | +42.1% | +11.3% |
| 1Y | +28.6% | -37.0% | +65.6% | +24.0% |
| All | -7.5% | -79.8% | +72.3% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling