-49.0%
ELME vs SPY
+81.0%
-130.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | +2.5% | -1.4% | +3.8% | +3.3% |
| 3M | -18.6% | +3.7% | -22.3% | -20.6% |
| 6M | -22.8% | +13.0% | -35.8% | -28.5% |
| YTD | -37.8% | +12.4% | -50.2% | -42.4% |
| 1Y | -36.4% | +18.5% | -54.9% | -43.1% |
| 3Y | -19.4% | +77.6% | -97.0% | -45.7% |
| 5Y | -49.0% | +81.7% | -130.7% | -66.8% |
| All | -49.0% | +81.0% | -130.0% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling