+314.5%
ELF vs SM
-6.2%
+320.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.8% |
| 7D | -2.7% | -25.1% | +22.4% | +0.2% |
| 30D | +6.9% | -15.6% | +22.5% | +8.6% |
| 3M | +27.2% | +2.7% | +24.5% | +25.9% |
| 6M | +84.9% | -3.8% | +88.7% | +82.6% |
| YTD | +44.5% | +61.8% | -17.4% | +32.6% |
| 1Y | -6.8% | +71.4% | -78.1% | -15.1% |
| 3Y | +14.2% | -20.7% | +35.0% | +12.2% |
| 5Y | +250.6% | -11.5% | +262.1% | +228.4% |
| 10Y | +318.0% | +10.2% | +307.8% | +181.4% |
| All | +314.5% | -6.2% | +320.7% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling