-4.2%
ELVN vs SPY
+226.7%
-231.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.9% |
| 7D | -2.6% | -0.4% | -2.3% | -2.4% |
| 30D | -3.3% | -1.4% | -1.9% | -2.3% |
| 3M | +59.1% | +3.7% | +55.4% | +54.5% |
| 6M | +93.2% | +13.0% | +80.2% | +75.3% |
| YTD | +273.1% | +12.4% | +260.7% | +240.0% |
| 1Y | +191.3% | +18.5% | +172.8% | +155.5% |
| 3Y | +245.5% | +77.6% | +167.8% | +136.9% |
| 5Y | +224.9% | +81.7% | +143.3% | +118.8% |
| All | -4.2% | +226.7% | -231.0% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling