+28.7%
ELCV vs SPY
+35.6%
-6.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | -0.1% | -2.4% | +2.3% | +1.5% |
| 3M | -1.9% | -1.2% | -0.8% | -1.2% |
| 6M | +1.8% | +3.3% | -1.5% | -0.6% |
| YTD | +19.2% | +12.3% | +6.9% | +10.1% |
| 1Y | +18.6% | +12.4% | +6.2% | +9.5% |
| All | +28.7% | +35.6% | -6.8% | +6.3% |
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 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