+27.2%
ELD vs SPY
+311.3%
-284.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +0.7% | +0.5% | +0.1% | +0.5% |
| 30D | +0.6% | -0.9% | +1.6% | +0.8% |
| 3M | +3.8% | +3.9% | -0.1% | +2.9% |
| 6M | +4.0% | +14.5% | -10.5% | +0.9% |
| YTD | +3.3% | +12.9% | -9.6% | +0.5% |
| 1Y | +7.9% | +19.4% | -11.5% | +3.7% |
| 3Y | +27.0% | +78.5% | -51.4% | +11.2% |
| 5Y | +17.0% | +81.8% | -64.7% | +1.4% |
| 10Y | +27.2% | +311.5% | -284.3% | -9.1% |
| All | +27.2% | +311.3% | -284.1% | -9.1% |
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