+112.6%
SPOT vs ELF
+230.6%
-118.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | -6.5% | -6.8% | +0.3% | -5.6% |
| 30D | +2.2% | +5.1% | -2.9% | +1.4% |
| 3M | +5.4% | +79.8% | -74.4% | -3.2% |
| 6M | -4.0% | +29.7% | -33.7% | -8.4% |
| YTD | -9.9% | +31.6% | -41.6% | -14.4% |
| 1Y | -27.3% | -27.9% | +0.6% | -26.3% |
| 3Y | +236.4% | -26.4% | +262.8% | +209.6% |
| 5Y | +112.6% | +235.6% | -123.0% | -18.5% |
| All | +112.6% | +230.6% | -118.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling