+364.2%
ELF vs SPY
+315.0%
+49.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | 0.0% |
| 7D | +7.8% | +0.1% | +7.8% | +7.7% |
| 30D | +9.3% | -3.3% | +12.6% | +13.6% |
| 3M | +21.2% | -2.4% | +23.6% | +24.6% |
| 6M | +96.1% | +2.6% | +93.5% | +90.3% |
| YTD | +57.0% | +11.2% | +45.7% | +38.9% |
| 1Y | +61.9% | +13.4% | +48.5% | +40.4% |
| 3Y | +20.0% | +79.9% | -59.9% | -35.2% |
| 5Y | +284.8% | +72.2% | +212.6% | +120.0% |
| 10Y | +364.2% | +307.3% | +56.9% | +26.5% |
| All | +364.2% | +315.0% | +49.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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