+83.2%
SPYM vs ELF
+244.6%
-161.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | 0.0% |
| 7D | +0.6% | -1.2% | +1.7% | +0.7% |
| 30D | -0.9% | +5.9% | -6.8% | -1.7% |
| 3M | +3.9% | +99.5% | -95.6% | -4.4% |
| 6M | +14.5% | +26.5% | -12.0% | +10.6% |
| YTD | +13.0% | +37.2% | -24.2% | +7.5% |
| 1Y | +19.4% | -24.4% | +43.8% | +20.5% |
| 3Y | +78.9% | -23.3% | +102.2% | +67.3% |
| All | +83.2% | +244.6% | -161.4% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling