+28.3%
EL vs SFM
+280.6%
-252.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -2.4% |
| 7D | -2.4% | -7.2% | +4.8% | -1.5% |
| 30D | +13.7% | -14.3% | +28.0% | +15.6% |
| 3M | +14.5% | -13.7% | +28.2% | +16.2% |
| 6M | +7.4% | -6.0% | +13.4% | +7.8% |
| YTD | -4.7% | -8.2% | +3.5% | -4.3% |
| 1Y | +12.9% | -46.2% | +59.2% | +19.3% |
| 3Y | -32.2% | +83.6% | -115.8% | -40.3% |
| 5Y | -68.4% | +212.7% | -281.1% | -74.0% |
| 10Y | +28.3% | +273.0% | -244.8% | -0.2% |
| All | +28.3% | +280.6% | -252.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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