+21.3%
ELF vs SAN
+247.1%
-225.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.3% | +3.7% |
| 7D | +1.6% | +4.0% | -2.4% | +0.3% |
| 30D | +9.1% | -7.8% | +16.9% | +11.8% |
| 3M | +28.2% | -16.4% | +44.5% | +35.4% |
| 6M | +119.5% | +3.5% | +116.0% | +114.7% |
| YTD | +55.2% | +6.7% | +48.5% | +48.8% |
| 1Y | +58.6% | +14.5% | +44.1% | +48.1% |
| 3Y | +21.3% | +243.5% | -222.2% | -20.7% |
| All | +21.3% | +247.1% | -225.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling