+722.2%
ESLT vs SPY
+304.1%
+418.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -2.2% | -0.6% | -1.6% | -1.8% |
| 30D | +13.0% | -3.7% | +16.7% | +15.6% |
| 3M | -12.4% | -2.7% | -9.6% | -10.9% |
| 6M | -5.1% | +2.2% | -7.3% | -6.2% |
| YTD | +28.6% | +10.8% | +17.8% | +21.3% |
| 1Y | +53.0% | +11.2% | +41.8% | +44.0% |
| 3Y | +298.3% | +76.5% | +221.8% | +179.8% |
| 5Y | +407.4% | +72.9% | +334.5% | +256.9% |
| 10Y | +722.2% | +304.8% | +417.3% | +194.5% |
| All | +722.2% | +304.1% | +418.0% | +194.5% |
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