+327.2%
SPGI vs ELF
+383.9%
-56.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.6% |
| 7D | +0.3% | +4.0% | -3.7% | -0.2% |
| 30D | +18.4% | +10.6% | +7.8% | +17.0% |
| 3M | +15.7% | +25.8% | -10.1% | +12.4% |
| 6M | +17.3% | +89.1% | -71.8% | +8.2% |
| YTD | -4.7% | +52.7% | -57.5% | -10.5% |
| 1Y | +1.8% | +51.7% | -49.9% | -4.5% |
| 3Y | +31.7% | +14.2% | +17.5% | +18.3% |
| 5Y | +12.1% | +270.7% | -258.6% | -18.8% |
| 10Y | +341.9% | +341.9% | 0.0% | +180.1% |
| All | +327.2% | +383.9% | -56.7% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling