+12.8%
ELVR vs SPY
+19.7%
-6.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +2.2% |
| 7D | +15.1% | +0.1% | +15.0% | +13.2% |
| 30D | -23.4% | -3.3% | -20.1% | -19.1% |
| 3M | -57.4% | -2.4% | -54.9% | -55.7% |
| 6M | -73.7% | +2.6% | -76.3% | -74.8% |
| YTD | -51.1% | +11.2% | -62.3% | -57.8% |
| 1Y | +3.4% | +13.4% | -10.0% | -12.1% |
| All | +12.8% | +19.7% | -6.9% | +5.5% |
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