+301.7%
ELF vs STT
+198.3%
+103.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.0% |
| 7D | +1.6% | +4.8% | -3.2% | -0.4% |
| 30D | +9.1% | +3.9% | +5.2% | +7.4% |
| 3M | +28.2% | -8.2% | +36.3% | +32.5% |
| 6M | +119.5% | +15.6% | +103.9% | +105.1% |
| YTD | +55.2% | +37.6% | +17.5% | +34.0% |
| 1Y | +58.6% | +50.1% | +8.5% | +32.0% |
| 3Y | +21.3% | +183.1% | -161.8% | -22.9% |
| 5Y | +276.2% | +104.8% | +171.4% | +163.2% |
| All | +301.7% | +198.3% | +103.4% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling