+264.0%
SPOT vs ELF
+470.6%
-206.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | -0.9% | +5.4% | -6.3% | -1.6% |
| 30D | +12.5% | +27.0% | -14.5% | +8.8% |
| 3M | +9.9% | +113.2% | -103.3% | -1.2% |
| 6M | +1.6% | +36.6% | -35.0% | -3.6% |
| YTD | -6.6% | +44.2% | -50.8% | -12.3% |
| 1Y | -22.9% | -18.0% | -4.9% | -23.3% |
| 3Y | +244.3% | -19.9% | +264.2% | +221.4% |
| 5Y | +117.8% | +257.7% | -139.9% | +45.6% |
| All | +264.0% | +470.6% | -206.6% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling