+78.5%
SPY vs ELF
-23.6%
+102.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -0.1% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | -0.9% | +5.9% | -6.9% | -1.5% |
| 3M | +3.9% | +99.5% | -95.6% | -2.4% |
| 6M | +14.5% | +26.5% | -12.0% | +11.5% |
| YTD | +12.9% | +37.2% | -24.3% | +8.8% |
| 1Y | +19.4% | -24.4% | +43.8% | +20.1% |
| 3Y | +78.5% | -23.3% | +101.8% | +67.7% |
| All | +78.5% | -23.6% | +102.1% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling