-48.9%
ELME vs SPY
+318.9%
-367.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -1.2% | -2.0% | +0.8% | +0.3% |
| 30D | +2.5% | -1.7% | +4.1% | +3.8% |
| 3M | -18.6% | +4.7% | -23.4% | -21.8% |
| 6M | -22.4% | +12.5% | -34.9% | -29.7% |
| YTD | -37.8% | +11.7% | -49.6% | -43.5% |
| 1Y | -36.1% | +17.5% | -53.6% | -44.4% |
| 3Y | -19.4% | +76.6% | -96.0% | -50.9% |
| 5Y | -48.6% | +82.0% | -130.6% | -70.0% |
| All | -48.9% | +318.9% | -367.8% | -85.6% |
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 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