+48.4%
ELF vs STLA
-59.1%
+107.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | +6.3% | -4.9% | +11.2% | +7.1% |
| 30D | +8.5% | -4.9% | +13.4% | +9.1% |
| 3M | +24.4% | -23.7% | +48.1% | +28.5% |
| 6M | +94.7% | -45.0% | +139.7% | +108.3% |
| YTD | +55.9% | -60.9% | +116.7% | +74.6% |
| 1Y | +48.4% | -58.9% | +107.3% | +61.9% |
| All | +48.4% | -59.1% | +107.5% | +61.9% |
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