+31.7%
SPGI vs ELF
+18.9%
+12.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.4% |
| 7D | +0.3% | +4.0% | -3.7% | 0.0% |
| 30D | +18.4% | +10.6% | +7.8% | +17.6% |
| 3M | +15.7% | +25.8% | -10.1% | +13.8% |
| 6M | +17.3% | +89.1% | -71.8% | +12.2% |
| YTD | -4.7% | +52.7% | -57.5% | -7.8% |
| 1Y | +1.8% | +51.7% | -49.9% | -1.6% |
| 3Y | +31.7% | +14.2% | +17.5% | +22.5% |
| All | +31.7% | +18.9% | +12.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling