+81.0%
ELVA vs SPY
+806.2%
-725.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +4.0% |
| 7D | +9.3% | +0.5% | +8.8% | +8.9% |
| 30D | -26.4% | -0.9% | -25.4% | -25.8% |
| 3M | -30.9% | +3.9% | -34.8% | -32.0% |
| 6M | -8.2% | +14.5% | -22.7% | -14.0% |
| YTD | -9.5% | +12.9% | -22.4% | -14.2% |
| 1Y | +21.0% | +19.4% | +1.6% | +11.6% |
| 3Y | +121.4% | +78.5% | +42.9% | +62.7% |
| 5Y | +83.3% | +81.8% | +1.6% | +32.6% |
| 10Y | -38.1% | +311.5% | -349.6% | -70.7% |
| All | +81.0% | +806.2% | -725.2% | -50.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling