+313.8%
ELF vs SPG
+64.2%
+249.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | +5.4% | -2.4% | +7.7% | +6.4% |
| 30D | +27.0% | -6.8% | +33.8% | +31.0% |
| 3M | +113.2% | +2.7% | +110.5% | +110.2% |
| 6M | +36.6% | +5.5% | +31.1% | +33.2% |
| YTD | +44.2% | +15.7% | +28.5% | +35.2% |
| 1Y | -18.0% | +20.9% | -38.9% | -24.6% |
| 3Y | -19.9% | +112.4% | -132.3% | -42.0% |
| 5Y | +257.7% | +101.4% | +156.3% | +161.4% |
| All | +313.8% | +64.2% | +249.7% | +244.5% |
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