+102.7%
ELIL vs SPY
+34.4%
+68.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +2.6% | -0.6% | +3.2% | +3.5% |
| 30D | +44.7% | -3.7% | +48.4% | +50.2% |
| 3M | +29.0% | -2.7% | +31.7% | +32.4% |
| 6M | +106.8% | +2.2% | +104.7% | +98.6% |
| YTD | +46.9% | +10.8% | +36.1% | +26.5% |
| 1Y | +78.7% | +11.2% | +67.4% | +53.0% |
| All | +102.7% | +34.4% | +68.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling