+313.8%
ELF vs STLA
+59.4%
+254.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | +5.4% | +2.6% | +2.8% | +4.4% |
| 30D | +27.0% | -1.2% | +28.2% | +27.2% |
| 3M | +113.2% | -24.8% | +138.0% | +132.7% |
| 6M | +36.6% | -25.6% | +62.1% | +48.7% |
| YTD | +44.2% | -48.9% | +93.2% | +75.5% |
| 1Y | -18.0% | -38.8% | +20.8% | -6.8% |
| 3Y | -19.9% | -64.5% | +44.6% | +6.6% |
| 5Y | +257.7% | -62.4% | +320.1% | +351.0% |
| All | +313.8% | +59.4% | +254.4% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling