+245.2%
ELF vs SITM
+168.3%
+76.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.6% |
| 7D | -1.2% | +8.4% | -9.5% | -2.3% |
| 30D | +5.9% | -17.4% | +23.3% | +8.6% |
| 3M | +99.5% | -9.8% | +109.4% | +99.6% |
| 6M | +26.5% | +83.0% | -56.4% | +11.7% |
| YTD | +37.2% | +69.6% | -32.4% | +20.8% |
| 1Y | -24.4% | +144.9% | -169.3% | -39.7% |
| 3Y | -23.3% | +429.9% | -453.2% | -50.8% |
| 5Y | +245.2% | +169.2% | +76.0% | +128.5% |
| All | +245.2% | +168.3% | +76.9% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling