+51.9%
ELF vs SPY
+13.0%
+39.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -1.7% |
| 7D | +4.3% | -0.9% | +5.2% | +5.4% |
| 30D | +7.7% | -2.4% | +10.1% | +11.0% |
| 3M | +24.7% | -1.2% | +25.9% | +26.3% |
| 6M | +114.6% | +3.3% | +111.3% | +104.4% |
| YTD | +55.8% | +12.3% | +43.5% | +29.3% |
| 1Y | +51.9% | +12.4% | +39.5% | +26.3% |
| All | +51.9% | +13.0% | +39.0% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling