+364.2%
ELF vs SM
+4.9%
+359.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.1% |
| 7D | +7.8% | -22.3% | +30.1% | +10.7% |
| 30D | +9.3% | -21.4% | +30.6% | +11.9% |
| 3M | +21.2% | +1.4% | +19.8% | +20.1% |
| 6M | +96.1% | +0.1% | +96.0% | +92.9% |
| YTD | +57.0% | +59.0% | -2.0% | +44.4% |
| 1Y | +61.9% | +64.3% | -2.5% | +48.2% |
| 3Y | +20.0% | -13.1% | +33.1% | +16.7% |
| 5Y | +284.8% | -13.9% | +298.6% | +261.6% |
| 10Y | +364.2% | +1.7% | +362.5% | +213.2% |
| All | +364.2% | +4.9% | +359.3% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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