+341.4%
ELF vs STLA
+18.3%
+323.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +6.0% | +5.8% |
| 7D | +4.0% | -4.5% | +8.5% | +5.5% |
| 30D | +10.6% | -3.9% | +14.5% | +11.5% |
| 3M | +25.8% | -20.2% | +46.0% | +34.4% |
| 6M | +89.1% | -42.2% | +131.2% | +123.9% |
| YTD | +52.7% | -59.3% | +112.1% | +99.6% |
| 1Y | +51.7% | -56.1% | +107.8% | +92.2% |
| 3Y | +14.2% | -73.7% | +87.9% | +68.3% |
| 5Y | +270.7% | -70.3% | +341.0% | +404.0% |
| All | +341.4% | +18.3% | +323.1% | +385.7% |
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