+250.1%
SPOT vs EL
-27.7%
+277.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | -6.9% | -4.4% | -2.5% | -5.8% |
| 30D | +4.1% | +10.3% | -6.1% | +0.9% |
| 3M | +3.7% | +13.4% | -9.7% | -0.4% |
| 6M | -1.6% | +3.1% | -4.7% | -3.9% |
| YTD | -10.2% | -6.9% | -3.2% | -10.5% |
| 1Y | -25.9% | +11.9% | -37.8% | -30.5% |
| 3Y | +235.6% | -33.8% | +269.4% | +251.1% |
| 5Y | +110.6% | -69.0% | +179.5% | +206.4% |
| All | +250.1% | -27.7% | +277.8% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling