-98.6%
ELTX vs SPY
+112.5%
-211.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.0% |
| 7D | -8.2% | +0.5% | -8.8% | -8.7% |
| 30D | -26.3% | -0.9% | -25.4% | -25.6% |
| 3M | -82.7% | +3.9% | -86.5% | -84.1% |
| 6M | -79.8% | +14.5% | -94.3% | -83.2% |
| YTD | -70.5% | +12.9% | -83.4% | -75.0% |
| 1Y | -79.9% | +19.4% | -99.3% | -84.0% |
| 3Y | -72.7% | +78.5% | -151.2% | -87.0% |
| 5Y | -97.9% | +81.8% | -179.6% | -99.0% |
| All | -98.6% | +112.5% | -211.1% | -99.5% |
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