+293.6%
ELF vs SMTC
+492.0%
-198.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.0% | -14.8% | -7.1% |
| 7D | -1.2% | +22.9% | -24.1% | -5.8% |
| 30D | +5.9% | +16.6% | -10.7% | +1.3% |
| 3M | +99.5% | +2.4% | +97.1% | +92.9% |
| 6M | +26.5% | +98.3% | -71.7% | +1.9% |
| YTD | +37.2% | +120.7% | -83.5% | +6.5% |
| 1Y | -24.4% | +168.3% | -192.7% | -44.8% |
| 3Y | -23.3% | +571.7% | -595.0% | -61.5% |
| 5Y | +245.2% | +114.0% | +131.2% | +138.3% |
| All | +293.6% | +492.0% | -198.4% | +133.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling