+13.4%
SPMO vs ELF
+53.2%
-39.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | +6.3% | +1.6% | +4.8% | +6.2% |
| 30D | -8.9% | +9.1% | -18.0% | -9.4% |
| 3M | -13.2% | +28.2% | -41.4% | -14.7% |
| 6M | -9.3% | +119.5% | -128.8% | -14.3% |
| YTD | +11.6% | +55.2% | -43.6% | +6.1% |
| 1Y | +13.4% | +58.6% | -45.2% | +7.3% |
| All | +13.4% | +53.2% | -39.8% | +7.3% |
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