-71.8%
ELLO vs SPY
+2,105.4%
-2,177.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +3.2% | +2.6% | +0.6% | +2.0% |
| 30D | -17.6% | -2.0% | -15.6% | -16.8% |
| 3M | -11.0% | -2.8% | -8.2% | -9.8% |
| 6M | -24.3% | +2.1% | -26.4% | -24.8% |
| YTD | -26.0% | +11.5% | -37.5% | -29.2% |
| 1Y | -13.2% | +13.5% | -26.7% | -17.6% |
| 3Y | +53.6% | +77.7% | -24.1% | +20.4% |
| 5Y | -44.2% | +72.6% | -116.8% | -56.0% |
| 10Y | +127.8% | +308.2% | -180.4% | +25.6% |
| All | -71.8% | +2,105.4% | -2,177.2% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling