-93.6%
ELUT vs SPY
+137.2%
-230.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.4% | +12.0% | +11.7% |
| 7D | +14.8% | -0.6% | +15.3% | +14.9% |
| 30D | +13.4% | -3.7% | +17.0% | +14.3% |
| 3M | +14.6% | -2.7% | +17.4% | +15.3% |
| 6M | -7.6% | +2.2% | -9.8% | -8.2% |
| YTD | +34.6% | +10.8% | +23.8% | +31.0% |
| 1Y | +8.2% | +11.2% | -3.0% | +5.2% |
| 3Y | -36.5% | +76.5% | -113.0% | -42.7% |
| 5Y | -84.2% | +72.9% | -157.1% | -85.5% |
| All | -93.6% | +137.2% | -230.7% | -94.0% |
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