+338.7%
ELF vs STT
+203.9%
+134.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | +4.3% | +0.4% | +3.8% | +4.1% |
| 30D | +7.7% | -0.4% | +8.2% | +7.9% |
| 3M | +24.7% | -6.5% | +31.2% | +27.9% |
| 6M | +114.6% | +17.2% | +97.5% | +99.3% |
| YTD | +55.8% | +38.2% | +17.6% | +34.2% |
| 1Y | +51.9% | +49.3% | +2.6% | +26.7% |
| 3Y | +24.6% | +181.9% | -157.3% | -20.9% |
| 5Y | +279.2% | +106.9% | +172.3% | +163.7% |
| 10Y | +338.7% | +203.1% | +135.6% | +156.0% |
| All | +338.7% | +203.9% | +134.8% | +156.0% |
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