-1.2%
ELE vs SPY
+11.8%
-13.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.9% |
| 7D | -7.2% | +3.3% | -10.5% | -13.7% |
| 30D | -15.3% | -2.7% | -12.6% | -10.3% |
| 3M | -29.7% | -1.7% | -27.9% | -27.0% |
| 6M | -28.3% | +3.1% | -31.4% | -32.2% |
| YTD | -14.8% | +11.9% | -26.7% | -32.7% |
| 1Y | -1.2% | +12.0% | -13.2% | -22.2% |
| All | -1.2% | +11.8% | -13.0% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling