+255.0%
ELF vs STLA
-62.4%
+317.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | +5.4% | +2.6% | +2.8% | +4.5% |
| 30D | +27.0% | -1.2% | +28.2% | +27.2% |
| 3M | +113.2% | -24.8% | +138.0% | +132.4% |
| 6M | +36.6% | -25.6% | +62.1% | +48.5% |
| YTD | +44.2% | -48.9% | +93.2% | +75.9% |
| 1Y | -18.0% | -38.8% | +20.8% | -7.0% |
| 3Y | -19.9% | -64.5% | +44.6% | +7.0% |
| All | +255.0% | -62.4% | +317.4% | +337.9% |
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 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