-100.0%
ELAB vs SPY
+73.9%
-173.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -8.9% |
| 7D | -17.7% | -0.9% | -16.8% | -16.1% |
| 30D | -48.2% | -2.4% | -45.8% | -45.7% |
| 3M | -82.5% | -1.2% | -81.3% | -82.1% |
| 6M | -91.6% | +3.3% | -94.9% | -92.0% |
| YTD | -99.6% | +12.3% | -111.8% | -99.6% |
| 1Y | -99.9% | +12.4% | -112.3% | -99.9% |
| All | -100.0% | +73.9% | -173.9% | -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 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