+6,904.3%
ELS vs SPY
+3,073.7%
+3,830.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -4.0% | +0.1% | -4.0% | -4.0% |
| 3M | +1.8% | +2.0% | -0.1% | 0.0% |
| 6M | -6.5% | +13.0% | -19.5% | -15.0% |
| YTD | +4.8% | +13.5% | -8.8% | -5.3% |
| 1Y | +6.1% | +20.0% | -13.9% | -8.2% |
| 3Y | +3.0% | +77.2% | -74.2% | -34.9% |
| 5Y | -18.6% | +81.9% | -100.5% | -50.0% |
| 10Y | +103.6% | +314.1% | -210.5% | -33.4% |
| All | +6,904.3% | +3,073.7% | +3,830.5% | +779.3% |
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