-100.0%
ELPW vs SPY
+91.7%
-191.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -2.4% |
| 7D | -11.2% | -0.8% | -10.4% | -11.8% |
| 30D | -39.8% | -1.1% | -38.7% | -40.4% |
| 3M | -94.8% | +3.9% | -98.7% | -94.5% |
| 6M | -98.5% | +13.6% | -112.1% | -98.4% |
| YTD | -100.0% | +12.7% | -112.6% | -100.0% |
| 1Y | -100.0% | +17.5% | -117.5% | -100.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +91.7% | -191.7% | -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 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