+1,719.4%
EL vs SPY
+2,058.3%
-338.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.0% |
| 7D | +0.3% | -0.9% | +1.2% | +1.0% |
| 30D | +12.3% | -2.4% | +14.6% | +14.4% |
| 3M | +28.4% | -1.2% | +29.6% | +29.7% |
| 6M | +36.7% | +3.3% | +33.4% | +33.2% |
| YTD | +8.4% | +12.3% | -3.9% | -0.8% |
| 1Y | +25.4% | +12.4% | +13.0% | +14.7% |
| 3Y | +3.4% | +78.8% | -75.4% | -33.4% |
| 5Y | -64.8% | +75.2% | -139.9% | -76.5% |
| 10Y | +63.0% | +311.1% | -248.1% | -40.2% |
| All | +1,719.4% | +2,058.3% | -338.9% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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