+356.1%
ESLT vs SPY
+67.4%
+288.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | -12.5% | -2.7% | -9.7% | -11.3% |
| 30D | +2.2% | -5.4% | +7.6% | +4.7% |
| 3M | -20.2% | -4.1% | -16.1% | -18.7% |
| 6M | -17.5% | +0.7% | -18.2% | -17.7% |
| YTD | +18.6% | +8.7% | +9.9% | +14.6% |
| 1Y | +48.1% | +10.9% | +37.2% | +41.9% |
| 3Y | +258.9% | +75.0% | +183.9% | +176.9% |
| All | +356.1% | +67.4% | +288.7% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling