+314.5%
ELF vs SPG
+79.5%
+235.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.9% |
| 7D | -2.7% | +5.0% | -7.8% | -4.9% |
| 30D | +6.9% | +12.3% | -5.4% | +1.4% |
| 3M | +27.2% | +1.9% | +25.3% | +26.0% |
| 6M | +84.9% | +14.4% | +70.4% | +73.5% |
| YTD | +44.5% | +26.5% | +18.0% | +30.0% |
| 1Y | -6.8% | +30.7% | -37.4% | -17.2% |
| 3Y | +14.2% | +122.6% | -108.4% | -18.9% |
| 5Y | +250.6% | +73.3% | +177.3% | +170.7% |
| 10Y | +318.0% | +111.1% | +206.9% | +190.7% |
| All | +314.5% | +79.5% | +235.0% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling