-18.0%
ELF vs SPG
+21.3%
-39.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.8% |
| 7D | +5.4% | -2.4% | +7.7% | +7.1% |
| 30D | +27.0% | -6.8% | +33.8% | +33.4% |
| 3M | +113.2% | +2.7% | +110.5% | +104.4% |
| 6M | +36.6% | +5.5% | +31.1% | +26.3% |
| YTD | +44.2% | +15.7% | +28.5% | +26.6% |
| 1Y | -18.0% | +20.9% | -38.9% | -30.7% |
| All | -18.0% | +21.3% | -39.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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