-94.2%
ELUT vs SPY
+138.0%
-232.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +1.6% | -3.3% | +4.9% | +2.4% |
| 3M | -1.6% | -2.4% | +0.8% | -1.1% |
| 6M | -17.2% | +2.6% | -19.8% | -17.8% |
| YTD | +20.6% | +11.2% | +9.4% | +17.3% |
| 1Y | -6.6% | +13.4% | -20.0% | -9.7% |
| 3Y | -43.1% | +79.9% | -123.0% | -48.8% |
| 5Y | -86.5% | +72.2% | -158.7% | -87.6% |
| All | -94.2% | +138.0% | -232.3% | -94.6% |
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 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