+258.9%
ELF vs SPY
+72.7%
+186.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | +3.4% | +3.3% | +0.1% | -0.9% |
| 30D | +5.0% | -2.7% | +7.6% | +8.6% |
| 3M | +22.6% | -1.7% | +24.3% | +25.2% |
| 6M | +104.0% | +3.1% | +100.9% | +95.7% |
| YTD | +49.3% | +11.9% | +37.4% | +28.8% |
| 1Y | +46.0% | +12.0% | +34.1% | +26.1% |
| 3Y | +19.4% | +78.2% | -58.8% | -38.2% |
| All | +258.9% | +72.7% | +186.2% | +99.8% |
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