+255.0%
ELF vs SPY
+82.0%
+173.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | +5.4% | +0.1% | +5.2% | +5.2% |
| 30D | +27.0% | +0.1% | +26.9% | +26.9% |
| 3M | +113.2% | +2.0% | +111.2% | +108.1% |
| 6M | +36.6% | +13.0% | +23.6% | +16.3% |
| YTD | +44.2% | +13.5% | +30.7% | +22.3% |
| 1Y | -18.0% | +20.0% | -38.0% | -34.3% |
| 3Y | -19.9% | +77.2% | -97.1% | -58.3% |
| All | +255.0% | +82.0% | +173.0% | +85.8% |
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