+1,521.7%
ELA vs SPY
+322.5%
+1,199.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.1% |
| 7D | -4.3% | -0.8% | -3.6% | -3.8% |
| 30D | -16.7% | -1.1% | -15.6% | -16.0% |
| 3M | -49.7% | +3.9% | -53.6% | -51.0% |
| 6M | +7.2% | +13.6% | -6.4% | -1.7% |
| YTD | +0.6% | +12.7% | -12.1% | -6.9% |
| 1Y | +89.8% | +17.5% | +72.3% | +71.3% |
| 3Y | +166.0% | +76.9% | +89.1% | +83.0% |
| 5Y | +232.3% | +83.6% | +148.8% | +120.5% |
| All | +1,521.7% | +322.5% | +1,199.2% | +677.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling