-100.0%
ELPW vs SPY
+14.6%
-114.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.7% | -12.6% | -3.2% |
| 7D | -16.3% | -0.7% | -15.6% | -18.8% |
| 30D | -14.3% | -1.0% | -13.3% | -19.2% |
| 3M | -64.9% | -0.3% | -64.6% | -66.2% |
| 6M | -99.2% | +7.3% | -106.6% | -98.9% |
| YTD | -100.0% | +13.3% | -113.3% | -100.0% |
| 1Y | -100.0% | +14.8% | -114.8% | -100.0% |
| All | -100.0% | +14.6% | -114.6% | -100.0% |
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 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