+293.6%
ELF vs SPYG
+408.8%
-115.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.4% |
| 7D | -1.2% | +1.2% | -2.4% | -2.3% |
| 30D | +5.9% | -1.6% | +7.5% | +7.5% |
| 3M | +99.5% | +3.4% | +96.2% | +92.8% |
| 6M | +26.5% | +18.9% | +7.6% | +6.3% |
| YTD | +37.2% | +13.8% | +23.4% | +20.2% |
| 1Y | -24.4% | +20.6% | -45.0% | -36.7% |
| 3Y | -23.3% | +100.5% | -123.8% | -59.2% |
| 5Y | +245.2% | +84.6% | +160.6% | +97.4% |
| All | +293.6% | +408.8% | -115.2% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling