-94.3%
ELUT vs SPY
+138.6%
-232.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.6% |
| 7D | -2.0% | +2.6% | -4.6% | -2.6% |
| 30D | +11.6% | -2.0% | +13.5% | +12.0% |
| 3M | -4.7% | -2.8% | -1.9% | -4.1% |
| 6M | -21.9% | +2.1% | -24.0% | -22.4% |
| YTD | +18.3% | +11.5% | +6.8% | +14.9% |
| 1Y | +10.4% | +13.5% | -3.1% | +6.7% |
| 3Y | -43.8% | +77.7% | -121.5% | -49.4% |
| 5Y | -86.9% | +72.6% | -159.5% | -88.0% |
| All | -94.3% | +138.6% | -232.9% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling