+454.9%
SPMO vs ELF
+391.6%
+63.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.1% |
| 7D | +6.3% | +1.6% | +4.8% | +6.1% |
| 30D | -8.9% | +9.1% | -18.0% | -9.9% |
| 3M | -13.2% | +28.2% | -41.4% | -16.0% |
| 6M | -9.3% | +119.5% | -128.8% | -18.4% |
| YTD | +11.6% | +55.2% | -43.6% | +3.8% |
| 1Y | +13.4% | +58.6% | -45.2% | +5.1% |
| 3Y | +122.9% | +21.3% | +101.6% | +99.4% |
| 5Y | +113.9% | +276.2% | -162.3% | +55.7% |
| 10Y | +460.5% | +337.0% | +123.6% | +254.7% |
| All | +454.9% | +391.6% | +63.3% | +250.5% |
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