+20.0%
ELF vs SPYG
+92.9%
-72.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | -0.2% |
| 7D | +7.8% | 0.0% | +7.8% | +7.7% |
| 30D | +9.3% | -8.4% | +17.7% | +20.0% |
| 3M | +21.2% | -6.2% | +27.4% | +29.5% |
| 6M | +96.1% | -1.8% | +97.9% | +97.4% |
| YTD | +57.0% | +8.4% | +48.6% | +39.6% |
| 1Y | +61.9% | +10.1% | +51.8% | +41.4% |
| 3Y | +20.0% | +94.9% | -74.9% | -42.7% |
| All | +20.0% | +92.9% | -72.9% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling