+89.1%
ELF vs SAN
-4.1%
+93.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +8.0% | +6.2% |
| 7D | +4.0% | +4.9% | -0.9% | +2.8% |
| 30D | +10.6% | -13.0% | +23.6% | +14.2% |
| 3M | +25.8% | -18.9% | +44.7% | +32.8% |
| 6M | +89.1% | -4.1% | +93.2% | +87.3% |
| All | +89.1% | -4.1% | +93.2% | +87.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling