+701.8%
ESLT vs SPY
+311.3%
+390.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.1% |
| 7D | 0.0% | +0.5% | -0.6% | -0.4% |
| 30D | -17.5% | -0.9% | -16.6% | -17.1% |
| 3M | -14.5% | +3.9% | -18.4% | -16.4% |
| 6M | -24.1% | +14.5% | -38.7% | -29.8% |
| YTD | +22.9% | +12.9% | +10.0% | +14.6% |
| 1Y | +45.0% | +19.4% | +25.6% | +31.0% |
| 3Y | +263.8% | +78.5% | +185.4% | +153.4% |
| 5Y | +413.5% | +81.8% | +331.8% | +249.1% |
| 10Y | +701.8% | +311.5% | +390.3% | +197.6% |
| All | +701.8% | +311.3% | +390.5% | +197.6% |
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