+341.4%
ELF vs SFM
+138.2%
+203.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +6.3% |
| 7D | +4.0% | -1.2% | +5.2% | +4.0% |
| 30D | +10.6% | -24.8% | +35.3% | +13.8% |
| 3M | +25.8% | -43.7% | +69.5% | +33.9% |
| 6M | +89.1% | -37.3% | +126.3% | +98.5% |
| YTD | +52.7% | -38.4% | +91.1% | +60.1% |
| 1Y | +51.7% | -36.9% | +88.7% | +58.7% |
| 3Y | +14.2% | +20.7% | -6.4% | +9.3% |
| 5Y | +270.7% | +103.5% | +167.2% | +238.6% |
| All | +341.4% | +138.2% | +203.2% | +315.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling