-27.9%
ELF vs SITM
+140.0%
-167.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -4.1% |
| 7D | -6.8% | +3.7% | -10.5% | -6.8% |
| 30D | +5.1% | -14.5% | +19.6% | +5.0% |
| 3M | +79.8% | -10.6% | +90.3% | +78.4% |
| 6M | +29.7% | +65.5% | -35.8% | +38.1% |
| YTD | +31.6% | +67.0% | -35.4% | +43.1% |
| 1Y | -27.9% | +138.6% | -166.5% | -13.4% |
| All | -27.9% | +140.0% | -167.9% | -13.4% |
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