+338.7%
ELF vs SFM
+140.8%
+198.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.4% |
| 7D | +4.3% | -7.1% | +11.3% | +5.1% |
| 30D | +7.7% | -21.4% | +29.2% | +10.3% |
| 3M | +24.7% | -40.1% | +64.8% | +31.8% |
| 6M | +114.6% | -38.0% | +152.7% | +125.5% |
| YTD | +55.8% | -36.5% | +92.3% | +62.7% |
| 1Y | +51.9% | -35.2% | +87.1% | +58.3% |
| 3Y | +24.6% | +23.5% | +1.1% | +18.9% |
| 5Y | +279.2% | +109.7% | +169.5% | +245.7% |
| 10Y | +338.7% | +132.6% | +206.2% | +318.4% |
| All | +338.7% | +140.8% | +198.0% | +318.4% |
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