+255.0%
ELF vs SPYG
+85.0%
+170.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +5.4% | +0.4% | +5.0% | +4.9% |
| 30D | +27.0% | -0.4% | +27.4% | +27.5% |
| 3M | +113.2% | +0.5% | +112.7% | +111.5% |
| 6M | +36.6% | +17.5% | +19.1% | +14.8% |
| YTD | +44.2% | +14.3% | +29.9% | +24.5% |
| 1Y | -18.0% | +21.7% | -39.7% | -32.7% |
| 3Y | -19.9% | +98.6% | -118.5% | -58.2% |
| All | +255.0% | +85.0% | +170.0% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling