+286.6%
ELF vs SMTC
+351.6%
-65.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.5% | -3.2% |
| 7D | +3.4% | +30.5% | -27.1% | -2.4% |
| 30D | +5.0% | -30.9% | +35.8% | +11.4% |
| 3M | +22.6% | -14.7% | +37.3% | +21.9% |
| 6M | +104.0% | -9.6% | +113.5% | +94.6% |
| YTD | +49.3% | +62.1% | -12.8% | +20.3% |
| 1Y | +46.0% | +66.6% | -20.5% | +16.4% |
| 3Y | +19.4% | +718.1% | -698.7% | -45.3% |
| 5Y | +262.0% | +32.8% | +229.2% | +175.1% |
| All | +286.6% | +351.6% | -65.0% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling