-94.5%
ELUT vs SPY
+140.5%
-235.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -5.3% | -0.4% | -5.0% | -5.2% |
| 30D | -1.7% | -1.4% | -0.3% | -1.4% |
| 3M | -17.5% | +3.7% | -21.2% | -18.3% |
| 6M | -31.6% | +13.0% | -44.6% | -33.7% |
| YTD | +15.4% | +12.4% | +3.0% | +12.0% |
| 1Y | -45.8% | +18.5% | -64.3% | -48.1% |
| 3Y | -39.4% | +77.6% | -117.0% | -45.4% |
| 5Y | -91.3% | +81.7% | -173.0% | -92.0% |
| All | -94.5% | +140.5% | -235.0% | -94.9% |
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