+311.0%
SPYM vs ELF
+332.6%
-21.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.9% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | -2.0% | +9.1% | -11.1% | -3.1% |
| 3M | -2.8% | +28.2% | -31.0% | -6.0% |
| 6M | +2.2% | +119.5% | -117.4% | -8.1% |
| YTD | +11.5% | +55.2% | -43.6% | +3.9% |
| 1Y | +13.5% | +58.6% | -45.1% | +5.2% |
| 3Y | +78.0% | +21.3% | +56.8% | +58.0% |
| 5Y | +73.1% | +276.2% | -203.1% | +23.8% |
| All | +311.0% | +332.6% | -21.7% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling