+314.5%
ELF vs SBAC
+91.2%
+223.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -2.7% | +4.4% | -7.2% | -3.6% |
| 30D | +6.9% | +13.8% | -6.9% | +3.9% |
| 3M | +27.2% | +9.0% | +18.2% | +24.8% |
| 6M | +84.9% | -10.0% | +94.9% | +88.0% |
| YTD | +44.5% | +1.8% | +42.7% | +42.3% |
| 1Y | -6.8% | +1.1% | -7.9% | -8.0% |
| 3Y | +14.2% | -9.5% | +23.8% | +12.8% |
| 5Y | +250.6% | -39.0% | +289.6% | +283.8% |
| 10Y | +318.0% | +101.1% | +216.9% | +261.1% |
| All | +314.5% | +91.2% | +223.3% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling