+338.3%
ELF vs SMTC
+275.7%
+62.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.7% | -7.0% | +3.1% |
| 7D | +4.0% | -19.0% | +23.0% | +7.9% |
| 30D | +10.6% | -46.7% | +57.3% | +24.0% |
| 3M | +25.8% | -23.4% | +49.2% | +28.1% |
| 6M | +89.1% | -13.4% | +102.5% | +80.9% |
| YTD | +52.7% | +40.1% | +12.7% | +27.2% |
| 1Y | +51.7% | +47.7% | +4.1% | +24.2% |
| 3Y | +14.2% | +606.9% | -592.7% | -45.9% |
| 5Y | +270.7% | +14.4% | +256.3% | +191.1% |
| 10Y | +341.9% | +322.5% | +19.5% | +169.1% |
| All | +338.3% | +275.7% | +62.5% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling