+0.3%
ELC vs SPY
+72.1%
-71.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.2% |
| 30D | -0.5% | -1.7% | +1.2% | -0.1% |
| 3M | -1.3% | +4.7% | -6.1% | -2.5% |
| 6M | -2.5% | +12.5% | -15.0% | -5.3% |
| YTD | -0.7% | +11.7% | -12.5% | -3.4% |
| 1Y | -4.3% | +17.5% | -21.8% | -8.1% |
| 3Y | +6.2% | +76.6% | -70.4% | -8.8% |
| All | +0.3% | +72.1% | -71.8% | -16.3% |
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