+483.9%
ELF vs SITM
+4,437.5%
-3,953.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.8% |
| 7D | -6.8% | +3.7% | -10.5% | -7.3% |
| 30D | +5.1% | -14.5% | +19.6% | +7.3% |
| 3M | +79.8% | -10.6% | +90.3% | +80.2% |
| 6M | +29.7% | +65.5% | -35.8% | +16.2% |
| YTD | +31.6% | +67.0% | -35.4% | +15.9% |
| 1Y | -27.9% | +138.6% | -166.5% | -42.2% |
| 3Y | -26.4% | +421.8% | -448.3% | -52.0% |
| 5Y | +235.6% | +172.4% | +63.2% | +123.6% |
| All | +483.9% | +4,437.5% | -3,953.6% | +140.6% |
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