-100.0%
ELPW vs SPY
+92.1%
-192.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -6.2% |
| 7D | -11.0% | +0.5% | -11.6% | -10.5% |
| 30D | -35.3% | -0.9% | -34.4% | -35.9% |
| 3M | -91.6% | +3.9% | -95.5% | -91.2% |
| 6M | -98.2% | +14.5% | -112.7% | -98.0% |
| YTD | -100.0% | +12.9% | -112.9% | -100.0% |
| 1Y | -100.0% | +19.4% | -119.3% | -100.0% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| All | -100.0% | +92.1% | -192.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling