+58.6%
ELF vs STLA
-64.5%
+123.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.1% |
| 7D | +1.6% | -13.8% | +15.4% | +3.9% |
| 30D | +9.1% | -10.5% | +19.6% | +10.8% |
| 3M | +28.2% | -28.9% | +57.0% | +34.1% |
| 6M | +119.5% | -49.7% | +169.3% | +138.9% |
| YTD | +55.2% | -64.9% | +120.1% | +78.5% |
| 1Y | +58.6% | -64.0% | +122.6% | +79.5% |
| All | +58.6% | -64.5% | +123.1% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling