+20.9%
ELD vs SPY
+767.0%
-746.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.3% | -2.7% | +4.0% | +2.0% |
| 30D | -0.3% | -5.4% | +5.1% | +1.1% |
| 3M | -1.7% | -4.1% | +2.4% | -0.7% |
| 6M | -1.0% | +0.7% | -1.8% | -1.3% |
| YTD | +0.3% | +8.7% | -8.3% | -1.9% |
| 1Y | +3.7% | +10.9% | -7.2% | +0.9% |
| 3Y | +23.6% | +75.0% | -51.4% | +6.4% |
| 5Y | +17.2% | +67.8% | -50.6% | +1.3% |
| 10Y | +25.6% | +312.9% | -287.2% | -17.2% |
| All | +20.9% | +767.0% | -746.0% | -36.8% |
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