-99.2%
ELPW vs SPY
+20.8%
-120.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -3.3% |
| 7D | -13.1% | +0.1% | -13.2% | -12.5% |
| 30D | +2,087.9% | +0.1% | +2,087.9% | +2,492.7% |
| 3M | +248.2% | +2.0% | +246.2% | +9,383.7% |
| 6M | -50.6% | +13.0% | -63.6% | +1,128.1% |
| YTD | -97.9% | +13.5% | -111.4% | -52.1% |
| 1Y | -99.2% | +20.0% | -119.1% | -81.7% |
| All | -99.2% | +20.8% | -120.0% | -81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling