+304.8%
SPY vs EL
+60.9%
+243.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.6% | +7.6% | -8.2% | -2.5% |
| 30D | -3.7% | +15.7% | -19.4% | -7.4% |
| 3M | -2.7% | +30.5% | -33.3% | -10.0% |
| 6M | +2.2% | +32.5% | -30.4% | -6.4% |
| YTD | +10.8% | +9.4% | +1.4% | +5.2% |
| 1Y | +11.2% | +28.4% | -17.1% | +0.6% |
| 3Y | +76.5% | +4.4% | +72.0% | +57.9% |
| 5Y | +72.9% | -64.5% | +137.4% | +127.0% |
| 10Y | +304.8% | +64.9% | +239.9% | +223.7% |
| All | +304.8% | +60.9% | +243.9% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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