-18.0%
ELF vs SMTC
+154.8%
-172.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.2% | -7.1% | +1.4% |
| 7D | +5.4% | +12.7% | -7.4% | +4.4% |
| 30D | +27.0% | +22.0% | +5.0% | +24.9% |
| 3M | +113.2% | -12.7% | +125.9% | +112.3% |
| 6M | +36.6% | +64.8% | -28.2% | +24.2% |
| YTD | +44.2% | +100.7% | -56.5% | +25.7% |
| 1Y | -18.0% | +146.9% | -164.9% | -31.5% |
| All | -18.0% | +154.8% | -172.7% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling