+58.6%
ELF vs SFM
-36.8%
+95.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.7% |
| 7D | +1.6% | +6.0% | -4.5% | +0.4% |
| 30D | +9.1% | -19.5% | +28.6% | +13.6% |
| 3M | +28.2% | -37.0% | +65.2% | +41.8% |
| 6M | +119.5% | -41.0% | +160.5% | +144.5% |
| YTD | +55.2% | -34.6% | +89.8% | +68.2% |
| 1Y | +58.6% | -36.3% | +94.9% | +74.8% |
| All | +58.6% | -36.8% | +95.4% | +74.8% |
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