+20.0%
ELF vs STLA
-73.7%
+93.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +7.8% | -6.4% | +14.2% | +10.0% |
| 30D | +9.3% | -1.3% | +10.6% | +9.3% |
| 3M | +21.2% | -19.9% | +41.1% | +29.0% |
| 6M | +96.1% | -42.9% | +139.0% | +132.2% |
| YTD | +57.0% | -59.4% | +116.4% | +105.9% |
| 1Y | +61.9% | -56.8% | +118.7% | +106.1% |
| 3Y | +20.0% | -73.1% | +93.1% | +85.7% |
| All | +20.0% | -73.7% | +93.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling