+901.7%
ELV vs SPXU
-100.0%
+1,001.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -0.9% |
| 7D | -0.3% | -1.5% | +1.2% | -0.6% |
| 30D | +2.0% | +3.7% | -1.8% | +3.1% |
| 3M | -3.5% | -9.6% | +6.1% | -5.7% |
| 6M | +40.2% | -32.4% | +72.6% | +27.0% |
| YTD | +15.8% | -28.7% | +44.5% | +6.9% |
| 1Y | +33.2% | -38.2% | +71.4% | +18.7% |
| 3Y | -6.2% | -80.4% | +74.2% | -36.7% |
| 5Y | +16.4% | -86.0% | +102.5% | -20.3% |
| 10Y | +259.8% | -99.5% | +359.3% | +18.0% |
| All | +901.7% | -100.0% | +1,001.7% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling