+100.3%
EL vs SFM
+41.7%
+58.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | +8.0% | -10.2% | +18.2% | +9.3% |
| 30D | +15.4% | -23.9% | +39.3% | +18.4% |
| 3M | +28.5% | -42.3% | +70.8% | +35.9% |
| 6M | +32.2% | -40.1% | +72.4% | +39.0% |
| YTD | +9.2% | -37.8% | +47.0% | +14.0% |
| 1Y | +30.8% | -37.1% | +67.9% | +36.2% |
| 3Y | +3.7% | +21.5% | -17.9% | -4.1% |
| 5Y | -64.8% | +103.8% | -168.6% | -69.6% |
| 10Y | +60.0% | +142.0% | -81.9% | +30.8% |
| All | +100.3% | +41.7% | +58.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling