+19,980.8%
ESLT vs SPY
+1,515.9%
+18,465.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | -12.5% | -2.7% | -9.7% | -11.0% |
| 30D | +2.2% | -5.4% | +7.6% | +5.6% |
| 3M | -20.2% | -4.1% | -16.1% | -18.2% |
| 6M | -17.5% | +0.7% | -18.2% | -17.8% |
| YTD | +18.6% | +8.7% | +9.9% | +12.9% |
| 1Y | +48.1% | +10.9% | +37.2% | +39.2% |
| 3Y | +258.9% | +75.0% | +183.9% | +151.8% |
| 5Y | +353.0% | +67.8% | +285.2% | +221.5% |
| 10Y | +694.6% | +312.9% | +381.7% | +220.3% |
| All | +19,980.8% | +1,515.9% | +18,465.0% | +3,569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling