+235.3%
SPOT vs ELF
-24.1%
+259.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -2.2% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | +8.3% | +5.9% | +2.4% | +7.8% |
| 3M | +5.1% | +99.5% | -94.5% | +0.2% |
| 6M | -6.5% | +26.5% | -33.0% | -8.5% |
| YTD | -9.0% | +37.2% | -46.1% | -11.4% |
| 1Y | -26.4% | -24.4% | -2.0% | -26.7% |
| All | +235.3% | -24.1% | +259.4% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling