+14.2%
ELF vs SBAC
-10.4%
+24.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.8% |
| 7D | +4.0% | +1.2% | +2.8% | +3.9% |
| 30D | +10.6% | +11.2% | -0.6% | +10.3% |
| 3M | +25.8% | +4.5% | +21.4% | +25.6% |
| 6M | +89.1% | -12.2% | +101.2% | +89.0% |
| YTD | +52.7% | -0.1% | +52.9% | +53.3% |
| 1Y | +51.7% | -0.3% | +52.0% | +52.3% |
| 3Y | +14.2% | -8.7% | +22.9% | +10.3% |
| All | +14.2% | -10.4% | +24.6% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling