-98.3%
ELDN vs SPY
+318.9%
-417.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | -5.1% | -2.0% | -3.1% | -3.9% |
| 30D | -25.9% | -1.7% | -24.2% | -25.1% |
| 3M | -19.7% | +4.7% | -24.4% | -22.2% |
| 6M | -4.1% | +12.5% | -16.6% | -11.0% |
| YTD | +84.1% | +11.7% | +72.4% | +71.8% |
| 1Y | +7.3% | +17.5% | -10.1% | -2.1% |
| 3Y | +107.5% | +76.6% | +30.9% | +52.7% |
| 5Y | -63.8% | +82.0% | -145.8% | -73.9% |
| All | -98.3% | +318.9% | -417.2% | -99.4% |
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