-6.4%
ELC vs SPY
+71.8%
-78.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.6% | +2.6% | -3.2% | -1.2% |
| 30D | -0.5% | -2.0% | +1.4% | -0.1% |
| 3M | -7.1% | -2.8% | -4.3% | -6.5% |
| 6M | -9.6% | +2.1% | -11.8% | -10.2% |
| YTD | -7.4% | +11.5% | -18.9% | -9.9% |
| 1Y | -8.4% | +13.5% | -21.9% | -11.3% |
| 3Y | +1.3% | +77.7% | -76.4% | -13.1% |
| All | -6.4% | +71.8% | -78.2% | -21.9% |
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