+333.8%
SPGI vs ELF
+393.6%
-59.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +4.3% | -5.6% | -1.9% |
| 30D | +15.3% | +7.7% | +7.5% | +14.2% |
| 3M | +16.5% | +24.7% | -8.2% | +13.3% |
| 6M | +19.8% | +114.6% | -94.8% | +9.0% |
| YTD | -3.2% | +55.8% | -59.0% | -9.3% |
| 1Y | +1.8% | +51.9% | -50.1% | -4.5% |
| 3Y | +30.6% | +24.6% | +6.0% | +15.9% |
| 5Y | +16.0% | +279.2% | -263.2% | -16.2% |
| 10Y | +338.6% | +338.7% | -0.2% | +178.0% |
| All | +333.8% | +393.6% | -59.7% | +174.4% |
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