+591.4%
ELF vs SITM
+3,318.8%
-2,727.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +6.3% | -0.1% | +6.4% | +5.9% |
| 30D | +8.5% | -27.4% | +35.9% | +13.0% |
| 3M | +24.4% | -35.6% | +60.0% | +31.0% |
| 6M | +94.7% | -46.6% | +141.4% | +107.7% |
| YTD | +55.9% | +25.8% | +30.0% | +41.5% |
| 1Y | +48.4% | +38.2% | +10.2% | +32.2% |
| 3Y | +24.6% | +311.5% | -286.9% | -16.5% |
| 5Y | +285.0% | +94.6% | +190.4% | +169.2% |
| All | +591.4% | +3,318.8% | -2,727.4% | +193.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling