+275.1%
ELF vs SMTC
+13.5%
+261.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.7% | -7.0% | +3.7% |
| 7D | +4.0% | -19.0% | +23.0% | +7.0% |
| 30D | +10.6% | -46.7% | +57.3% | +20.9% |
| 3M | +25.8% | -23.4% | +49.2% | +27.5% |
| 6M | +89.1% | -13.4% | +102.5% | +82.2% |
| YTD | +52.7% | +40.1% | +12.7% | +31.1% |
| 1Y | +51.7% | +47.7% | +4.1% | +28.4% |
| 3Y | +14.2% | +606.9% | -592.7% | -37.6% |
| All | +275.1% | +13.5% | +261.7% | +283.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling