+285.0%
ELF vs SM
-10.9%
+296.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +6.3% | -19.5% | +25.8% | +8.1% |
| 30D | +8.5% | -20.2% | +28.7% | +10.4% |
| 3M | +24.4% | -6.5% | +30.9% | +24.4% |
| 6M | +94.7% | +1.6% | +93.2% | +90.9% |
| YTD | +55.9% | +61.2% | -5.4% | +40.8% |
| 1Y | +48.4% | +65.4% | -16.9% | +33.4% |
| 3Y | +24.6% | -13.0% | +37.7% | +19.4% |
| 5Y | +285.0% | -4.3% | +289.3% | +260.1% |
| All | +285.0% | -10.9% | +296.0% | +260.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling