+7,028.7%
ELS vs SPY
+2,937.4%
+4,091.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.3% |
| 7D | +6.6% | -2.7% | +9.3% | +8.6% |
| 30D | +8.6% | -5.4% | +14.0% | +12.7% |
| 3M | -1.7% | -4.1% | +2.3% | +0.9% |
| 6M | +1.2% | +0.7% | +0.5% | -0.1% |
| YTD | +6.7% | +8.7% | -2.0% | -0.8% |
| 1Y | +7.1% | +10.9% | -3.7% | -1.9% |
| 3Y | +4.3% | +75.0% | -70.7% | -33.7% |
| 5Y | -14.3% | +67.8% | -82.1% | -44.2% |
| 10Y | +125.5% | +312.9% | -187.3% | -26.4% |
| All | +7,028.7% | +2,937.4% | +4,091.3% | +820.7% |
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