-70.6%
ELTK vs SPY
+1,515.3%
-1,586.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +7.2% | -0.4% | +7.6% | +7.4% |
| 30D | -4.9% | -1.4% | -3.5% | -4.2% |
| 3M | -8.2% | +3.7% | -11.9% | -9.9% |
| 6M | -10.9% | +13.0% | -23.9% | -16.3% |
| YTD | -5.8% | +12.4% | -18.2% | -11.3% |
| 1Y | -19.1% | +18.5% | -37.6% | -25.8% |
| 3Y | +2.4% | +77.6% | -75.3% | -24.5% |
| 5Y | +39.8% | +81.7% | -41.9% | +0.2% |
| 10Y | +66.2% | +319.7% | -253.5% | -24.0% |
| All | -70.6% | +1,515.3% | -1,586.0% | -90.5% |
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