-63.6%
ELLO vs SPY
+2,146.0%
-2,209.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.4% | +11.2% |
| 7D | +14.6% | +0.1% | +14.5% | +14.5% |
| 30D | +14.3% | +0.1% | +14.2% | +14.3% |
| 3M | +3.8% | +2.0% | +1.9% | +3.0% |
| 6M | -7.2% | +13.0% | -20.2% | -11.9% |
| YTD | -4.5% | +13.5% | -18.1% | -9.5% |
| 1Y | +26.6% | +20.0% | +6.7% | +17.3% |
| 3Y | +62.0% | +77.2% | -15.2% | +27.0% |
| 5Y | -14.1% | +81.9% | -96.0% | -34.0% |
| 10Y | +152.2% | +314.1% | -161.9% | +37.9% |
| All | -63.6% | +2,146.0% | -2,209.7% | -90.5% |
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