+89.1%
ELF vs SMTC
-10.6%
+99.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.7% | -7.0% | +5.6% |
| 7D | +4.0% | -19.0% | +23.0% | +3.5% |
| 30D | +10.6% | -46.7% | +57.3% | +9.4% |
| 3M | +25.8% | -23.4% | +49.2% | +25.0% |
| 6M | +89.1% | -13.4% | +102.5% | +99.3% |
| All | +89.1% | -10.6% | +99.7% | +99.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling