+21.3%
ELF vs SPG
+135.6%
-114.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.1% |
| 7D | +1.6% | +2.0% | -0.4% | +0.1% |
| 30D | +9.1% | +17.2% | -8.1% | -3.2% |
| 3M | +28.2% | +6.3% | +21.8% | +22.3% |
| 6M | +119.5% | +18.7% | +100.8% | +90.9% |
| YTD | +55.2% | +30.1% | +25.1% | +26.0% |
| 1Y | +58.6% | +32.8% | +25.8% | +26.9% |
| 3Y | +21.3% | +133.6% | -112.3% | -40.9% |
| All | +21.3% | +135.6% | -114.3% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling