-99.1%
ELTX vs SPY
+109.8%
-208.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.5% |
| 7D | -0.7% | +2.6% | -3.3% | -2.9% |
| 30D | -16.2% | -2.0% | -14.2% | -14.2% |
| 3M | -52.4% | -2.8% | -49.6% | -50.8% |
| 6M | -86.7% | +2.1% | -88.9% | -87.6% |
| YTD | -81.2% | +11.5% | -92.6% | -83.8% |
| 1Y | -83.5% | +13.5% | -97.0% | -86.1% |
| 3Y | -74.5% | +77.7% | -152.2% | -87.8% |
| 5Y | -96.6% | +72.6% | -169.2% | -98.2% |
| All | -99.1% | +109.8% | -208.9% | -99.7% |
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