+81.8%
SPY vs EL
-67.4%
+149.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | +0.5% | +1.7% | -1.1% | +0.2% |
| 30D | -0.9% | +15.5% | -16.4% | -4.0% |
| 3M | +3.9% | +20.6% | -16.7% | -0.3% |
| 6M | +14.5% | +10.5% | +4.1% | +11.0% |
| YTD | +12.9% | -1.9% | +14.8% | +11.3% |
| 1Y | +19.4% | +16.1% | +3.3% | +12.8% |
| 3Y | +78.5% | -30.2% | +108.7% | +81.8% |
| 5Y | +81.8% | -67.4% | +149.1% | +141.8% |
| All | +81.8% | -67.4% | +149.2% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling