+11.5%
SPMO vs ELF
-3.2%
+14.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.0% |
| 7D | -8.9% | -1.5% | -7.3% | -8.8% |
| 30D | -13.8% | +9.5% | -23.3% | -14.3% |
| 3M | -12.5% | +29.4% | -41.9% | -14.0% |
| 6M | -1.5% | +83.7% | -85.2% | -5.7% |
| YTD | +11.3% | +49.4% | -38.1% | +7.3% |
| 1Y | +11.5% | -3.9% | +15.4% | +9.8% |
| All | +11.5% | -3.2% | +14.7% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling