+313.8%
ELF vs SPYG
+411.3%
-97.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +5.4% | +0.4% | +5.0% | +5.0% |
| 30D | +27.0% | -0.4% | +27.4% | +27.5% |
| 3M | +113.2% | +0.5% | +112.7% | +111.6% |
| 6M | +36.6% | +17.5% | +19.1% | +16.1% |
| YTD | +44.2% | +14.3% | +29.9% | +25.8% |
| 1Y | -18.0% | +21.7% | -39.7% | -31.9% |
| 3Y | -19.9% | +98.6% | -118.5% | -57.0% |
| 5Y | +257.7% | +85.1% | +172.6% | +104.0% |
| All | +313.8% | +411.3% | -97.4% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling