+338.7%
ELF vs STLA
+0.5%
+338.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.1% |
| 7D | +4.3% | -11.6% | +15.9% | +8.6% |
| 30D | +7.7% | -6.2% | +13.9% | +9.5% |
| 3M | +24.7% | -24.6% | +49.3% | +35.8% |
| 6M | +114.6% | -44.9% | +159.5% | +158.2% |
| YTD | +55.8% | -62.3% | +118.0% | +108.9% |
| 1Y | +51.9% | -61.8% | +113.7% | +102.4% |
| 3Y | +24.6% | -75.3% | +99.9% | +87.9% |
| 5Y | +279.2% | -72.5% | +351.7% | +429.6% |
| 10Y | +338.7% | +0.8% | +338.0% | +420.2% |
| All | +338.7% | +0.5% | +338.3% | +420.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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