+314.2%
SPY vs ELF
+357.0%
-42.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +0.1% | +5.4% | -5.2% | -0.6% |
| 30D | +0.1% | +27.0% | -26.9% | -3.0% |
| 3M | +2.0% | +113.2% | -111.2% | -7.7% |
| 6M | +13.0% | +36.6% | -23.6% | +7.6% |
| YTD | +13.5% | +44.2% | -30.7% | +6.9% |
| 1Y | +20.0% | -18.0% | +38.0% | +19.7% |
| 3Y | +77.2% | -19.9% | +97.1% | +66.7% |
| 5Y | +81.9% | +257.7% | -175.8% | +31.5% |
| All | +314.2% | +357.0% | -42.7% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling