-91.0%
ELUT vs SPY
+81.8%
-172.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -2.4% | -0.9% | -1.4% | -2.1% |
| 3M | -16.2% | +3.9% | -20.0% | -17.1% |
| 6M | -23.9% | +14.5% | -38.4% | -26.8% |
| YTD | +19.8% | +12.9% | +6.8% | +15.6% |
| 1Y | -55.9% | +19.4% | -75.2% | -58.1% |
| 3Y | -37.1% | +78.5% | -115.6% | -44.6% |
| 5Y | -91.0% | +81.8% | -172.7% | -91.6% |
| All | -91.0% | +81.8% | -172.7% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling