+8.0%
ELVA vs SPY
+20.8%
-12.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +3.5% |
| 7D | +3.8% | +0.1% | +3.7% | +3.4% |
| 30D | -25.9% | +0.1% | -25.9% | -25.5% |
| 3M | -37.9% | +2.0% | -39.9% | -40.2% |
| 6M | -15.3% | +13.0% | -28.3% | -36.6% |
| YTD | -12.7% | +13.5% | -26.2% | -35.1% |
| 1Y | +8.0% | +20.0% | -12.0% | -25.0% |
| All | +8.0% | +20.8% | -12.9% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling