+341.4%
ELF vs SAN
+236.7%
+104.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +8.0% | +6.6% |
| 7D | +4.0% | +4.9% | -0.9% | +2.0% |
| 30D | +10.6% | -13.0% | +23.6% | +16.1% |
| 3M | +25.8% | -18.9% | +44.7% | +35.2% |
| 6M | +89.1% | -4.1% | +93.2% | +90.1% |
| YTD | +52.7% | +2.6% | +50.2% | +48.3% |
| 1Y | +51.7% | +16.9% | +34.8% | +40.0% |
| 3Y | +14.2% | +239.1% | -224.8% | -32.0% |
| 5Y | +270.7% | +266.8% | +3.9% | +106.4% |
| All | +341.4% | +236.7% | +104.7% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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