+313.8%
ELF vs SFM
+298.6%
+15.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.8% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +27.0% | -4.4% | +31.3% | +27.6% |
| 3M | +113.2% | +1.5% | +111.7% | +112.5% |
| 6M | +36.6% | +6.5% | +30.1% | +35.0% |
| YTD | +44.2% | +2.2% | +42.1% | +43.0% |
| 1Y | -18.0% | -41.9% | +23.9% | -14.4% |
| 3Y | -19.9% | +106.8% | -126.7% | -27.7% |
| 5Y | +257.7% | +231.6% | +26.1% | +209.1% |
| All | +313.8% | +298.6% | +15.2% | +257.2% |
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