+273.0%
ELF vs SGI
+41.4%
+231.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +1.6% | -5.3% | +6.9% | +3.7% |
| 30D | +9.1% | -2.1% | +11.2% | +9.4% |
| 3M | +28.2% | -8.2% | +36.3% | +31.6% |
| 6M | +119.5% | -4.6% | +124.1% | +120.1% |
| YTD | +55.2% | -31.5% | +86.6% | +75.3% |
| 1Y | +58.6% | -30.8% | +89.4% | +78.2% |
| 3Y | +21.3% | +67.2% | -45.9% | -9.9% |
| All | +273.0% | +41.4% | +231.6% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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