-98.5%
ELME vs SPY
+68.5%
-167.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -7.3% |
| 7D | 0.0% | -4.7% | +4.7% | -7.9% |
| 30D | +68.6% | -5.9% | +74.5% | +134.0% |
| 3M | +79.9% | -4.5% | +84.4% | +153.2% |
| 6M | -97.3% | +72.5% | -169.8% | +131.0% |
| YTD | -97.3% | +72.5% | -169.8% | +131.0% |
| 1Y | -97.3% | +72.5% | -169.8% | +131.0% |
| 3Y | -97.4% | +74.9% | -172.2% | +124.0% |
| All | -98.5% | +68.5% | -167.0% | +26.0% |
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