+2,079.0%
SPY vs EL
+1,685.7%
+393.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.1% | +19.8% | -19.8% | -5.3% |
| 3M | +2.0% | +25.7% | -23.7% | -5.0% |
| 6M | +13.0% | +5.4% | +7.6% | +9.4% |
| YTD | +13.5% | +0.2% | +13.3% | +10.3% |
| 1Y | +20.0% | +20.4% | -0.5% | +9.8% |
| 3Y | +77.2% | -32.1% | +109.3% | +79.5% |
| 5Y | +81.9% | -67.2% | +149.1% | +125.1% |
| 10Y | +314.1% | +31.7% | +282.3% | +231.1% |
| All | +2,079.0% | +1,685.7% | +393.3% | +764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling