+255.0%
ELF vs SBAC
-43.7%
+298.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +5.4% | -0.8% | +6.1% | +5.4% |
| 30D | +27.0% | +6.9% | +20.1% | +25.8% |
| 3M | +113.2% | -8.2% | +121.4% | +115.3% |
| 6M | +36.6% | -1.6% | +38.2% | +36.4% |
| YTD | +44.2% | -0.1% | +44.3% | +43.7% |
| 1Y | -18.0% | -0.5% | -17.5% | -18.3% |
| 3Y | -19.9% | -9.1% | -10.9% | -21.1% |
| All | +255.0% | -43.7% | +298.7% | +289.5% |
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