-100.0%
ELPW vs SPY
+75.5%
-175.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +0.7% |
| 7D | -10.4% | -2.0% | -8.5% | -12.2% |
| 30D | -41.4% | -1.7% | -39.8% | -42.4% |
| 3M | -94.6% | +4.7% | -99.3% | -94.2% |
| 6M | -98.8% | +12.5% | -111.3% | -98.6% |
| YTD | -100.0% | +11.7% | -111.7% | -100.0% |
| 1Y | -100.0% | +17.5% | -117.5% | -100.0% |
| All | -100.0% | +75.5% | -175.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling