-94.3%
ELUT vs SPY
+143.0%
-237.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -6.7% | +0.1% | -6.8% | -6.7% |
| 30D | -5.8% | +0.1% | -5.9% | -5.9% |
| 3M | -21.8% | +2.0% | -23.8% | -22.2% |
| 6M | -31.0% | +13.0% | -44.0% | -33.1% |
| YTD | +18.5% | +13.5% | +4.9% | +14.7% |
| 1Y | -59.2% | +20.0% | -79.1% | -61.0% |
| 3Y | -43.8% | +77.2% | -121.0% | -49.5% |
| 5Y | -90.2% | +81.9% | -172.1% | -91.1% |
| All | -94.3% | +143.0% | -237.3% | -94.8% |
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