+341.4%
ELF vs SBAC
+93.8%
+247.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.1% |
| 7D | +4.0% | +1.2% | +2.8% | +3.7% |
| 30D | +10.6% | +11.2% | -0.6% | +8.1% |
| 3M | +25.8% | +4.5% | +21.4% | +24.5% |
| 6M | +89.1% | -12.2% | +101.2% | +93.2% |
| YTD | +52.7% | -0.1% | +52.9% | +51.0% |
| 1Y | +51.7% | -0.3% | +52.0% | +50.1% |
| 3Y | +14.2% | -8.7% | +22.9% | +12.3% |
| 5Y | +270.7% | -40.2% | +310.9% | +307.2% |
| All | +341.4% | +93.8% | +247.7% | +291.4% |
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