-3.9%
ELF vs SPYG
+10.8%
-14.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +0.7% |
| 7D | -1.5% | -2.8% | +1.2% | +1.1% |
| 30D | +9.5% | -6.2% | +15.7% | +16.3% |
| 3M | +29.4% | -3.6% | +32.9% | +33.5% |
| 6M | +83.7% | +4.8% | +79.0% | +70.4% |
| YTD | +49.4% | +11.0% | +38.5% | +28.1% |
| 1Y | -3.9% | +11.2% | -15.2% | -16.6% |
| All | -3.9% | +10.8% | -14.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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