-99.9%
ELDN vs SPY
+369.2%
-469.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -12.2% | +0.1% | -12.3% | -12.3% |
| 3M | -16.1% | +2.0% | -18.1% | -17.4% |
| 6M | +20.3% | +13.0% | +7.3% | +10.3% |
| YTD | +100.0% | +13.5% | +86.5% | +83.0% |
| 1Y | +15.7% | +20.0% | -4.3% | +2.8% |
| 3Y | +114.2% | +77.2% | +37.0% | +49.3% |
| 5Y | -60.8% | +81.9% | -142.7% | -73.4% |
| 10Y | -98.3% | +314.1% | -412.3% | -99.4% |
| All | -99.9% | +369.2% | -469.1% | -100.0% |
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