+48.4%
ELF vs SPYG
+7.6%
+40.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | +6.3% | -1.9% | +8.2% | +7.7% |
| 30D | +8.5% | -9.2% | +17.6% | +16.4% |
| 3M | +24.4% | -6.8% | +31.2% | +30.7% |
| 6M | +94.7% | -2.6% | +97.3% | +96.7% |
| YTD | +55.9% | +7.5% | +48.4% | +40.8% |
| 1Y | +48.4% | +6.7% | +41.7% | +35.9% |
| All | +48.4% | +7.6% | +40.9% | +35.9% |
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 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