+309.8%
SPYM vs ELF
+391.6%
-81.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 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% | +5.3% |
| 3Y | +78.0% | +21.3% | +56.8% | +58.2% |
| 5Y | +73.1% | +276.2% | -203.1% | +24.4% |
| 10Y | +310.9% | +337.0% | -26.1% | +159.8% |
| All | +309.8% | +391.6% | -81.8% | +158.7% |
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 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