-62.1%
ELDN vs SPY
+81.8%
-143.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.5% |
| 7D | -2.7% | +0.5% | -3.2% | -3.1% |
| 30D | -20.6% | -0.9% | -19.7% | -20.0% |
| 3M | -18.2% | +3.9% | -22.0% | -20.9% |
| 6M | +5.4% | +14.5% | -9.1% | -5.6% |
| YTD | +94.0% | +12.9% | +81.1% | +75.8% |
| 1Y | +13.6% | +19.4% | -5.8% | -0.4% |
| 3Y | +118.7% | +78.5% | +40.2% | +53.0% |
| 5Y | -62.1% | +81.8% | -143.9% | -72.6% |
| All | -62.1% | +81.8% | -143.9% | -72.6% |
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