+20.0%
ELF vs SITM
+316.6%
-296.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.6% | -6.9% | +1.5% |
| 7D | +7.8% | +9.4% | -1.5% | +6.2% |
| 30D | +9.3% | -25.4% | +34.6% | +12.6% |
| 3M | +21.2% | -37.0% | +58.2% | +26.8% |
| 6M | +96.1% | -45.1% | +141.2% | +105.9% |
| YTD | +57.0% | +29.4% | +27.6% | +43.1% |
| 1Y | +61.9% | +39.8% | +22.1% | +45.3% |
| 3Y | +20.0% | +328.2% | -308.2% | -25.2% |
| All | +20.0% | +316.6% | -296.6% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling