+357.2%
ELF vs SPG
+117.2%
+240.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +6.3% | +5.6% | +0.7% | +3.8% |
| 30D | +8.5% | +17.6% | -9.1% | +0.9% |
| 3M | +24.4% | +7.5% | +17.0% | +20.4% |
| 6M | +94.7% | +18.5% | +76.2% | +80.0% |
| YTD | +55.9% | +30.9% | +24.9% | +38.1% |
| 1Y | +48.4% | +34.1% | +14.3% | +30.2% |
| 3Y | +24.6% | +135.5% | -110.9% | -13.6% |
| 5Y | +285.0% | +86.5% | +198.5% | +188.4% |
| 10Y | +357.2% | +116.1% | +241.1% | +213.2% |
| All | +357.2% | +117.2% | +240.0% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling