+58.6%
ELF vs SBAC
-2.9%
+61.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +9.1% | +5.5% | +3.6% | +8.6% |
| 3M | +28.2% | +3.1% | +25.1% | +27.8% |
| 6M | +119.5% | -7.0% | +126.6% | +119.5% |
| YTD | +55.2% | +0.5% | +54.7% | +61.5% |
| 1Y | +58.6% | +0.2% | +58.4% | +65.2% |
| All | +58.6% | -2.9% | +61.5% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling