+18.5%
SPY vs EL
+12.1%
+6.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -0.4% | -2.4% | +2.0% | -0.1% |
| 30D | -1.4% | +13.7% | -15.0% | -2.7% |
| 3M | +3.7% | +14.5% | -10.8% | +2.1% |
| 6M | +13.0% | +7.4% | +5.6% | +11.2% |
| YTD | +12.4% | -4.7% | +17.1% | +11.0% |
| 1Y | +18.5% | +12.9% | +5.6% | +14.5% |
| All | +18.5% | +12.1% | +6.4% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling