+364.2%
ELF vs SFM
+146.8%
+217.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +7.8% | -10.2% | +18.1% | +9.2% |
| 30D | +9.3% | -23.9% | +33.2% | +12.3% |
| 3M | +21.2% | -42.3% | +63.4% | +28.7% |
| 6M | +96.1% | -40.1% | +136.2% | +107.0% |
| YTD | +57.0% | -37.8% | +94.7% | +64.3% |
| 1Y | +61.9% | -37.1% | +98.9% | +69.3% |
| 3Y | +20.0% | +21.5% | -1.5% | +14.7% |
| 5Y | +284.8% | +103.8% | +181.0% | +251.1% |
| 10Y | +364.2% | +142.0% | +222.2% | +335.0% |
| All | +364.2% | +146.8% | +217.4% | +335.0% |
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