+313.8%
ELF vs SGI
+281.5%
+32.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +5.4% | +8.5% | -3.2% | +2.6% |
| 30D | +27.0% | +0.7% | +26.3% | +26.3% |
| 3M | +113.2% | +0.6% | +112.6% | +111.7% |
| 6M | +36.6% | -17.9% | +54.5% | +43.8% |
| YTD | +44.2% | -21.2% | +65.4% | +53.4% |
| 1Y | -18.0% | -18.9% | +0.9% | -15.5% |
| 3Y | -19.9% | +52.6% | -72.6% | -33.5% |
| 5Y | +257.7% | +60.7% | +197.0% | +180.1% |
| All | +313.8% | +281.5% | +32.4% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling