+681.5%
ESLT vs SPY
+307.0%
+374.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +3.5% | +2.6% | +0.9% | +2.0% |
| 30D | +0.7% | -2.0% | +2.7% | +2.0% |
| 3M | -9.2% | -2.8% | -6.4% | -7.7% |
| 6M | -9.1% | +2.1% | -11.2% | -10.1% |
| YTD | +22.8% | +11.5% | +11.3% | +15.4% |
| 1Y | +50.6% | +13.5% | +37.2% | +40.1% |
| 3Y | +276.0% | +77.7% | +198.3% | +163.0% |
| 5Y | +387.4% | +72.6% | +314.8% | +243.5% |
| All | +681.5% | +307.0% | +374.5% | +177.9% |
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