+338.6%
SPGI vs ELF
+316.3%
+22.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.9% |
| 7D | -0.8% | +3.4% | -4.2% | -1.2% |
| 30D | +14.3% | +5.0% | +9.3% | +13.6% |
| 3M | +14.5% | +22.6% | -8.1% | +11.6% |
| 6M | +17.3% | +104.0% | -86.7% | +7.2% |
| YTD | -4.6% | +49.3% | -53.9% | -10.2% |
| 1Y | +0.8% | +46.0% | -45.3% | -5.0% |
| 3Y | +28.8% | +19.4% | +9.4% | +14.7% |
| 5Y | +14.0% | +262.0% | -248.1% | -17.6% |
| All | +338.6% | +316.3% | +22.3% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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