+301.7%
ELF vs SBAC
+114.8%
+186.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.6% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +9.1% | +5.5% | +3.6% | +7.8% |
| 3M | +28.2% | +3.1% | +25.1% | +27.1% |
| 6M | +119.5% | -7.0% | +126.6% | +121.6% |
| YTD | +55.2% | +0.5% | +54.7% | +53.2% |
| 1Y | +58.6% | +0.2% | +58.4% | +56.7% |
| 3Y | +21.3% | -7.4% | +28.6% | +18.8% |
| 5Y | +276.2% | -39.7% | +315.9% | +313.2% |
| All | +301.7% | +114.8% | +186.9% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling