+347.2%
ELF vs SFM
+139.3%
+207.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +6.3% | -6.9% | +13.2% | +7.1% |
| 30D | +8.5% | -25.0% | +33.5% | +11.7% |
| 3M | +24.4% | -42.7% | +67.2% | +32.2% |
| 6M | +94.7% | -41.0% | +135.7% | +105.8% |
| YTD | +55.9% | -38.7% | +94.5% | +63.4% |
| 1Y | +48.4% | -38.1% | +86.5% | +55.5% |
| 3Y | +24.6% | +19.3% | +5.3% | +19.3% |
| 5Y | +285.0% | +103.1% | +181.9% | +251.6% |
| 10Y | +357.2% | +131.1% | +226.2% | +324.8% |
| All | +347.2% | +139.3% | +207.9% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling