+347.2%
ELF vs SBAC
+89.6%
+257.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.3% | +3.6% | +2.6% | +5.5% |
| 30D | +8.5% | +4.9% | +3.6% | +7.3% |
| 3M | +24.4% | +6.5% | +18.0% | +22.6% |
| 6M | +94.7% | -11.1% | +105.8% | +98.5% |
| YTD | +55.9% | +0.9% | +54.9% | +53.8% |
| 1Y | +48.4% | -1.6% | +50.0% | +47.2% |
| 3Y | +24.6% | -7.0% | +31.6% | +22.0% |
| 5Y | +285.0% | -39.2% | +324.2% | +321.5% |
| 10Y | +357.2% | +111.4% | +245.8% | +284.8% |
| All | +347.2% | +89.6% | +257.7% | +301.2% |
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 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