+250.1%
SPOT vs ELF
+398.2%
-148.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.3% |
| 7D | -6.9% | -10.8% | +4.0% | -5.5% |
| 30D | +4.1% | +0.8% | +3.3% | +3.9% |
| 3M | +3.7% | +64.8% | -61.1% | -3.5% |
| 6M | -1.6% | +19.0% | -20.6% | -4.9% |
| YTD | -10.2% | +25.9% | -36.1% | -14.1% |
| 1Y | -25.9% | -28.8% | +2.9% | -24.8% |
| 3Y | +235.6% | -29.6% | +265.2% | +218.6% |
| 5Y | +110.6% | +216.2% | -105.7% | +43.1% |
| All | +250.1% | +398.2% | -148.1% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling