+305.0%
SPGI vs ELF
+357.0%
-52.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | +0.1% | +5.4% | -5.2% | -0.5% |
| 30D | +8.4% | +27.0% | -18.6% | +5.3% |
| 3M | +11.8% | +113.2% | -101.4% | +2.0% |
| 6M | +5.7% | +36.6% | -30.9% | +1.1% |
| YTD | -9.7% | +44.2% | -53.9% | -14.5% |
| 1Y | -12.5% | -18.0% | +5.5% | -12.7% |
| 3Y | +21.8% | -19.9% | +41.8% | +14.8% |
| 5Y | +8.2% | +257.7% | -249.5% | -21.4% |
| All | +305.0% | +357.0% | -52.0% | +158.7% |
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