+526.9%
SPMO vs ELF
+357.0%
+169.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | +2.0% | +5.4% | -3.3% | +1.3% |
| 30D | -0.4% | +27.0% | -27.3% | -3.4% |
| 3M | -1.9% | +113.2% | -115.1% | -11.2% |
| 6M | +25.0% | +36.6% | -11.5% | +19.1% |
| YTD | +26.0% | +44.2% | -18.2% | +18.5% |
| 1Y | +28.7% | -18.0% | +46.7% | +28.3% |
| 3Y | +160.9% | -19.9% | +180.8% | +146.5% |
| 5Y | +147.9% | +257.7% | -109.8% | +81.5% |
| All | +526.9% | +357.0% | +169.9% | +300.1% |
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