+357.2%
ELF vs SPYG
+385.4%
-28.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.1% |
| 7D | +6.3% | -1.9% | +8.2% | +8.2% |
| 30D | +8.5% | -9.2% | +17.6% | +18.7% |
| 3M | +24.4% | -6.8% | +31.2% | +32.6% |
| 6M | +94.7% | -2.6% | +97.3% | +98.1% |
| YTD | +55.9% | +7.5% | +48.4% | +43.8% |
| 1Y | +48.4% | +6.7% | +41.7% | +37.9% |
| 3Y | +24.6% | +90.1% | -65.4% | -30.5% |
| 5Y | +285.0% | +69.2% | +215.8% | +138.4% |
| 10Y | +357.2% | +391.9% | -34.7% | +30.9% |
| All | +357.2% | +385.4% | -28.2% | +30.9% |
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