+285.0%
ELF vs SAN
+298.8%
-13.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +6.3% | +10.8% | -4.5% | +2.7% |
| 30D | +8.5% | -5.7% | +14.2% | +10.3% |
| 3M | +24.4% | -13.4% | +37.9% | +29.8% |
| 6M | +94.7% | +3.5% | +91.2% | +90.8% |
| YTD | +55.9% | +9.7% | +46.1% | +48.5% |
| 1Y | +48.4% | +20.9% | +27.5% | +36.6% |
| 3Y | +24.6% | +254.3% | -229.6% | -21.8% |
| 5Y | +285.0% | +304.2% | -19.2% | +132.6% |
| All | +285.0% | +298.8% | -13.8% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling