+69.6%
ELVA vs SPY
+78.1%
-8.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.7% |
| 7D | -10.2% | +2.6% | -12.8% | -12.9% |
| 30D | -14.5% | -2.0% | -12.6% | -11.7% |
| 3M | -41.9% | -2.8% | -39.1% | -39.2% |
| 6M | -58.2% | +2.1% | -60.3% | -57.9% |
| YTD | -44.2% | +11.5% | -55.7% | -47.6% |
| 1Y | -12.2% | +13.5% | -25.6% | -18.3% |
| 3Y | +69.6% | +77.7% | -8.1% | +37.5% |
| All | +69.6% | +78.1% | -8.5% | +37.5% |
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 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