+22.8%
ELA vs SPY
+14.6%
+8.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +1.6% |
| 7D | +5.0% | -0.7% | +5.7% | +6.0% |
| 30D | -2.9% | -1.0% | -1.9% | -1.6% |
| 3M | -46.6% | -0.3% | -46.3% | -46.4% |
| 6M | -30.2% | +7.3% | -37.5% | -36.6% |
| YTD | -12.6% | +13.3% | -25.9% | -23.2% |
| 1Y | +22.8% | +14.8% | +8.0% | +4.0% |
| All | +22.8% | +14.6% | +8.1% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling