-19.5%
ELF vs SM
-7.7%
-11.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.4% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +27.0% | +26.3% | +0.7% | +23.5% |
| 3M | +113.2% | +8.7% | +104.5% | +110.5% |
| 6M | +36.6% | +51.7% | -15.1% | +23.8% |
| YTD | +44.2% | +99.0% | -54.8% | +21.8% |
| 1Y | -18.0% | +34.6% | -52.6% | -24.2% |
| All | -19.5% | -7.7% | -11.8% | -26.6% |
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