+275.1%
ELF vs SPY
+67.4%
+207.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.3% |
| 7D | +4.0% | -2.7% | +6.7% | +7.7% |
| 30D | +10.6% | -5.4% | +16.0% | +18.7% |
| 3M | +25.8% | -4.1% | +29.9% | +32.7% |
| 6M | +89.1% | +0.7% | +88.4% | +86.9% |
| YTD | +52.7% | +8.7% | +44.1% | +36.9% |
| 1Y | +51.7% | +10.9% | +40.9% | +32.8% |
| 3Y | +14.2% | +75.0% | -60.8% | -39.4% |
| All | +275.1% | +67.4% | +207.8% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling