+347.2%
ELF vs SPY
+304.7%
+42.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +6.3% | -0.6% | +6.9% | +7.0% |
| 30D | +8.5% | -3.7% | +12.2% | +13.2% |
| 3M | +24.4% | -2.7% | +27.2% | +28.4% |
| 6M | +94.7% | +2.2% | +92.5% | +89.8% |
| YTD | +55.9% | +10.8% | +45.0% | +38.5% |
| 1Y | +48.4% | +11.2% | +37.2% | +31.5% |
| 3Y | +24.6% | +76.5% | -51.9% | -31.1% |
| 5Y | +285.0% | +72.9% | +212.1% | +119.5% |
| 10Y | +357.2% | +304.8% | +52.4% | +24.5% |
| All | +347.2% | +304.7% | +42.5% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling