+539.8%
ELF vs SITM
+4,608.4%
-4,068.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +1.1% |
| 7D | +5.4% | +9.7% | -4.4% | +3.9% |
| 30D | +27.0% | +12.7% | +14.3% | +23.9% |
| 3M | +113.2% | -13.4% | +126.6% | +114.6% |
| 6M | +36.6% | +59.6% | -23.0% | +22.7% |
| YTD | +44.2% | +73.3% | -29.1% | +26.2% |
| 1Y | -18.0% | +165.5% | -183.5% | -35.4% |
| 3Y | -19.9% | +368.7% | -388.6% | -46.8% |
| 5Y | +257.7% | +172.5% | +85.2% | +138.4% |
| All | +539.8% | +4,608.4% | -4,068.5% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling