+338.3%
ELF vs STLA
+27.0%
+311.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +6.0% | +5.8% |
| 7D | +4.0% | -4.5% | +8.5% | +5.5% |
| 30D | +10.6% | -3.9% | +14.5% | +11.5% |
| 3M | +25.8% | -20.2% | +46.0% | +34.3% |
| 6M | +89.1% | -42.2% | +131.2% | +123.5% |
| YTD | +52.7% | -59.3% | +112.1% | +99.0% |
| 1Y | +51.7% | -56.1% | +107.8% | +91.7% |
| 3Y | +14.2% | -73.7% | +87.9% | +67.5% |
| 5Y | +270.7% | -70.3% | +341.0% | +402.4% |
| 10Y | +341.9% | +23.1% | +318.9% | +358.3% |
| All | +338.3% | +27.0% | +311.2% | +349.5% |
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