-3.9%
ELF vs SFM
-35.8%
+31.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.1% |
| 7D | -1.5% | -12.3% | +10.7% | +0.9% |
| 30D | +9.5% | -16.2% | +25.7% | +13.7% |
| 3M | +29.4% | -36.8% | +66.2% | +45.5% |
| 6M | +83.7% | -32.6% | +116.3% | +101.1% |
| YTD | +49.4% | -31.7% | +81.2% | +62.8% |
| 1Y | -3.9% | -35.0% | +31.1% | +10.5% |
| All | -3.9% | -35.8% | +31.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling