-77.8%
ELTX vs SPY
+20.8%
-98.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -15.1% | +0.1% | -15.3% | -15.1% |
| 30D | -24.5% | +0.1% | -24.5% | -24.4% |
| 3M | -82.7% | +2.0% | -84.7% | -82.6% |
| 6M | -80.2% | +13.0% | -93.2% | -83.1% |
| YTD | -69.7% | +13.5% | -83.3% | -74.2% |
| 1Y | -77.8% | +20.0% | -97.8% | -78.4% |
| All | -77.8% | +20.8% | -98.6% | -78.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling