-18.0%
ELF vs SITM
+174.8%
-192.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +2.1% |
| 7D | +5.4% | +9.7% | -4.4% | +5.4% |
| 30D | +27.0% | +12.7% | +14.3% | +27.1% |
| 3M | +113.2% | -13.4% | +126.6% | +110.6% |
| 6M | +36.6% | +59.6% | -23.0% | +43.5% |
| YTD | +44.2% | +73.3% | -29.1% | +56.3% |
| 1Y | -18.0% | +165.5% | -183.5% | -6.1% |
| All | -18.0% | +174.8% | -192.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling