+341.4%
ELF vs SPG
+109.7%
+231.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | +4.0% | +4.9% | -0.9% | +1.8% |
| 30D | +10.6% | +15.6% | -5.0% | +3.6% |
| 3M | +25.8% | +4.1% | +21.7% | +23.5% |
| 6M | +89.1% | +13.6% | +75.5% | +78.1% |
| YTD | +52.7% | +27.5% | +25.2% | +36.9% |
| 1Y | +51.7% | +32.2% | +19.5% | +33.9% |
| 3Y | +14.2% | +126.0% | -111.8% | -19.4% |
| 5Y | +270.7% | +74.7% | +196.0% | +185.2% |
| All | +341.4% | +109.7% | +231.7% | +205.3% |
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