+190.2%
ELVR vs SPY
+18.8%
+171.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.4% |
| 7D | -5.2% | -0.4% | -4.9% | -4.7% |
| 30D | -6.2% | -1.4% | -4.8% | -3.8% |
| 3M | -22.4% | +3.7% | -26.1% | -26.9% |
| 6M | +11.4% | +13.0% | -1.6% | -6.4% |
| YTD | +8.8% | +12.4% | -3.6% | -7.5% |
| 1Y | +190.2% | +18.5% | +171.7% | +168.3% |
| All | +190.2% | +18.8% | +171.4% | +168.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling