+225.9%
ELVN vs SPY
+77.0%
+148.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -4.6% |
| 7D | -8.4% | -0.8% | -7.7% | -7.5% |
| 30D | -6.2% | -1.1% | -5.2% | -4.9% |
| 3M | +34.6% | +3.9% | +30.7% | +27.0% |
| 6M | +76.9% | +13.6% | +63.3% | +46.2% |
| YTD | +252.7% | +12.7% | +240.1% | +194.8% |
| 1Y | +172.7% | +17.5% | +155.2% | +114.6% |
| 3Y | +225.9% | +76.9% | +149.0% | +14.5% |
| All | +225.9% | +77.0% | +148.9% | +14.5% |
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