-76.0%
ELTX vs SPY
+76.5%
-152.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.8% | -7.0% |
| 7D | -14.5% | -0.4% | -14.1% | -14.4% |
| 30D | -29.7% | -1.4% | -28.3% | -29.2% |
| 3M | -84.6% | +3.7% | -88.4% | -85.3% |
| 6M | -81.5% | +13.0% | -94.5% | -83.2% |
| YTD | -72.6% | +12.4% | -85.0% | -75.0% |
| 1Y | -81.2% | +18.5% | -99.8% | -83.3% |
| All | -76.0% | +76.5% | -152.6% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling