+120.8%
ELVA vs SPY
+76.5%
+44.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.6% |
| 7D | +4.8% | -0.4% | +5.2% | +5.3% |
| 30D | -26.9% | -1.4% | -25.6% | -25.5% |
| 3M | -31.2% | +3.7% | -34.9% | -33.0% |
| 6M | -12.6% | +13.0% | -25.6% | -20.6% |
| YTD | -14.2% | +12.4% | -26.6% | -21.3% |
| 1Y | +15.5% | +18.5% | -3.0% | +2.7% |
| All | +120.8% | +76.5% | +44.3% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling