+441.7%
ELMD vs SPY
+318.9%
+122.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -3.5% | -2.0% | -1.5% | -2.2% |
| 30D | -37.1% | -1.7% | -35.5% | -36.5% |
| 3M | -28.3% | +4.7% | -33.1% | -30.5% |
| 6M | +12.4% | +12.5% | -0.1% | +4.0% |
| YTD | -8.5% | +11.7% | -20.2% | -15.0% |
| 1Y | +12.7% | +17.5% | -4.8% | +1.3% |
| 3Y | +142.5% | +76.6% | +65.9% | +67.7% |
| 5Y | +101.6% | +82.0% | +19.6% | +33.5% |
| All | +441.7% | +318.9% | +122.8% | +67.2% |
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