+311.1%
SPOT vs ELF
+513.8%
-202.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.6% | +1.8% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +16.9% | +9.1% | +7.8% | +15.5% |
| 3M | +23.0% | +28.2% | -5.2% | +18.7% |
| 6M | +42.2% | +119.5% | -77.4% | +27.0% |
| YTD | +5.5% | +55.2% | -49.7% | -2.0% |
| 1Y | -5.1% | +58.6% | -63.7% | -12.2% |
| 3Y | +257.9% | +21.3% | +236.6% | +211.4% |
| 5Y | +118.4% | +276.2% | -157.9% | +44.9% |
| All | +311.1% | +513.8% | -202.7% | +135.5% |
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