+292.0%
SPGI vs ELF
+334.6%
-42.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +5.4% | +5.9% | -0.5% | +4.6% |
| 3M | +9.0% | +99.5% | -90.5% | +0.3% |
| 6M | +0.8% | +26.5% | -25.8% | -2.8% |
| YTD | -12.6% | +37.2% | -49.7% | -16.8% |
| 1Y | -16.1% | -24.4% | +8.3% | -15.5% |
| 3Y | +19.0% | -23.3% | +42.3% | +12.7% |
| 5Y | +5.1% | +245.2% | -240.1% | -23.4% |
| All | +292.0% | +334.6% | -42.6% | +151.9% |
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