+285.0%
ELF vs STLA
-71.4%
+356.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.5% |
| 7D | +6.3% | -4.9% | +11.2% | +8.0% |
| 30D | +8.5% | -4.9% | +13.4% | +9.8% |
| 3M | +24.4% | -23.7% | +48.1% | +34.6% |
| 6M | +94.7% | -45.0% | +139.7% | +133.3% |
| YTD | +55.9% | -60.9% | +116.7% | +105.6% |
| 1Y | +48.4% | -58.9% | +107.3% | +91.5% |
| 3Y | +24.6% | -74.4% | +99.1% | +84.7% |
| 5Y | +285.0% | -71.5% | +356.5% | +417.7% |
| All | +285.0% | -71.4% | +356.4% | +417.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling