+314.5%
ELF vs SAN
+265.0%
+49.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -2.7% | +3.5% | -6.2% | -4.1% |
| 30D | +6.9% | -13.2% | +20.1% | +12.3% |
| 3M | +27.2% | -16.9% | +44.1% | +35.5% |
| 6M | +84.9% | +2.3% | +82.5% | +81.4% |
| YTD | +44.5% | +4.9% | +39.5% | +39.2% |
| 1Y | -6.8% | +20.4% | -27.2% | -15.0% |
| 3Y | +14.2% | +243.2% | -229.0% | -32.1% |
| 5Y | +250.6% | +275.3% | -24.7% | +94.1% |
| 10Y | +318.0% | +254.0% | +64.0% | +119.5% |
| All | +314.5% | +265.0% | +49.5% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling