-99.6%
ELAB vs SPY
+17.2%
-116.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +1.9% |
| 7D | -12.0% | -2.0% | -10.1% | -4.8% |
| 30D | -48.9% | -1.7% | -47.3% | -45.8% |
| 3M | -67.4% | +4.7% | -72.1% | -73.2% |
| 6M | -89.7% | +12.5% | -102.2% | -94.9% |
| YTD | -98.7% | +11.7% | -110.4% | -99.3% |
| 1Y | -99.6% | +17.5% | -117.1% | -99.8% |
| All | -99.6% | +17.2% | -116.8% | -99.8% |
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