-27.9%
ELF vs SPYG
+20.0%
-47.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -6.8% | +0.3% | -7.1% | -7.1% |
| 30D | +5.1% | -1.7% | +6.8% | +7.0% |
| 3M | +79.8% | +3.6% | +76.1% | +72.2% |
| 6M | +29.7% | +16.6% | +13.1% | +4.7% |
| YTD | +31.6% | +13.4% | +18.2% | +10.2% |
| 1Y | -27.9% | +19.6% | -47.5% | -39.5% |
| All | -27.9% | +20.0% | -47.9% | -39.5% |
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