+279.2%
ELF vs SBAC
-39.8%
+319.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +4.3% | -2.8% | +7.0% | +4.7% |
| 30D | +7.7% | +3.1% | +4.6% | +7.2% |
| 3M | +24.7% | +5.1% | +19.6% | +23.7% |
| 6M | +114.6% | -11.4% | +126.0% | +117.6% |
| YTD | +55.8% | +0.2% | +55.6% | +55.0% |
| 1Y | +51.9% | -3.9% | +55.9% | +52.2% |
| 3Y | +24.6% | -7.7% | +32.2% | +22.5% |
| 5Y | +279.2% | -39.7% | +318.9% | +324.0% |
| All | +279.2% | -39.8% | +319.0% | +324.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling