+19.4%
ELM vs SPY
+28.4%
-9.0%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.6% | +2.6% | -1.9% | -0.5% |
| 30D | -0.7% | -2.0% | +1.3% | +0.2% |
| 3M | -2.7% | -2.8% | 0.0% | -1.5% |
| 6M | 0.0% | +2.1% | -2.2% | -1.1% |
| YTD | +6.5% | +11.5% | -5.0% | +1.2% |
| 1Y | +8.2% | +13.5% | -5.3% | +2.1% |
| All | +19.4% | +28.4% | -9.0% | +9.3% |
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