+14.2%
ELF vs SM
-20.0%
+34.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.6% |
| 7D | +4.0% | -25.9% | +29.9% | +6.7% |
| 30D | +10.6% | -15.1% | +25.7% | +11.9% |
| 3M | +25.8% | +4.9% | +21.0% | +23.9% |
| 6M | +89.1% | +6.1% | +82.9% | +82.6% |
| YTD | +52.7% | +63.4% | -10.7% | +30.3% |
| 1Y | +51.7% | +72.5% | -20.7% | +27.5% |
| 3Y | +14.2% | -16.9% | +31.1% | +4.9% |
| All | +14.2% | -20.0% | +34.3% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling