+20,557.9%
ESLT vs SPY
+1,588.4%
+18,969.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -18.6% | +0.1% | -18.7% | -18.7% |
| 3M | -16.0% | +2.0% | -18.0% | -16.9% |
| 6M | -20.3% | +13.0% | -33.4% | -25.9% |
| YTD | +22.0% | +13.5% | +8.5% | +13.1% |
| 1Y | +47.4% | +20.0% | +27.5% | +32.2% |
| 3Y | +264.0% | +77.2% | +186.8% | +153.3% |
| 5Y | +405.3% | +81.9% | +323.4% | +241.2% |
| 10Y | +700.3% | +314.1% | +386.3% | +222.0% |
| All | +20,557.9% | +1,588.4% | +18,969.5% | +3,576.9% |
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 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