+146.8%
ELVR vs SPY
+21.5%
+125.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | +0.1% |
| 7D | -6.6% | +0.5% | -7.1% | -7.7% |
| 30D | -6.6% | -0.9% | -5.7% | -5.0% |
| 3M | -24.6% | +3.9% | -28.5% | -29.2% |
| 6M | +7.4% | +14.5% | -7.2% | -11.2% |
| YTD | +7.2% | +12.9% | -5.8% | -9.4% |
| 1Y | +169.1% | +19.4% | +149.8% | +138.6% |
| All | +146.8% | +21.5% | +125.4% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling