+313.8%
ELF vs SMTC
+438.4%
-124.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.2% | -7.1% | +0.1% |
| 7D | +5.4% | +12.7% | -7.4% | +2.6% |
| 30D | +27.0% | +22.0% | +5.0% | +20.5% |
| 3M | +113.2% | -12.7% | +125.9% | +113.9% |
| 6M | +36.6% | +64.8% | -28.2% | +14.9% |
| YTD | +44.2% | +100.7% | -56.5% | +14.6% |
| 1Y | -18.0% | +146.9% | -164.9% | -38.9% |
| 3Y | -19.9% | +456.8% | -476.7% | -57.7% |
| 5Y | +257.7% | +89.2% | +168.5% | +155.0% |
| All | +313.8% | +438.4% | -124.5% | +151.6% |
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 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