+275.1%
ELF vs SFM
+105.4%
+169.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +6.6% |
| 7D | +4.0% | -1.2% | +5.2% | +3.9% |
| 30D | +10.6% | -24.8% | +35.3% | +15.4% |
| 3M | +25.8% | -43.7% | +69.5% | +38.1% |
| 6M | +89.1% | -37.3% | +126.3% | +103.1% |
| YTD | +52.7% | -38.4% | +91.1% | +63.7% |
| 1Y | +51.7% | -36.9% | +88.7% | +62.0% |
| 3Y | +14.2% | +20.7% | -6.4% | -0.3% |
| All | +275.1% | +105.4% | +169.8% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling