-19.5%
ELF vs SAN
+339.3%
-358.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +5.4% | +1.8% | +3.6% | +4.7% |
| 30D | +27.0% | +2.0% | +25.0% | +26.1% |
| 3M | +113.2% | +19.7% | +93.5% | +100.1% |
| 6M | +36.6% | +30.6% | +5.9% | +23.8% |
| YTD | +44.2% | +28.8% | +15.4% | +30.7% |
| 1Y | -18.0% | +57.8% | -75.8% | -31.1% |
| All | -19.5% | +339.3% | -358.8% | -51.7% |
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