-100.0%
ELAB vs SPY
+74.0%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -3.9% |
| 7D | -9.2% | -0.4% | -8.9% | -8.5% |
| 30D | -49.8% | -1.4% | -48.4% | -48.5% |
| 3M | -67.2% | +3.7% | -70.9% | -69.2% |
| 6M | -89.2% | +13.0% | -102.2% | -91.5% |
| YTD | -98.7% | +12.4% | -111.1% | -98.9% |
| 1Y | -99.6% | +18.5% | -118.1% | -99.7% |
| All | -100.0% | +74.0% | -174.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling