-97.1%
ELBM vs SPY
+115.7%
-212.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.1% |
| 7D | +0.5% | -0.4% | +0.9% | +1.0% |
| 30D | -7.6% | -1.4% | -6.2% | -5.8% |
| 3M | -6.2% | +3.7% | -9.9% | -10.5% |
| 6M | -14.1% | +13.0% | -27.1% | -25.9% |
| YTD | -28.5% | +12.4% | -40.9% | -37.7% |
| 1Y | -33.1% | +18.5% | -51.6% | -43.8% |
| 3Y | -79.5% | +77.6% | -157.1% | -88.5% |
| 5Y | -96.5% | +81.7% | -178.2% | -98.1% |
| All | -97.1% | +115.7% | -212.9% | -98.9% |
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 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