+341.4%
ELF vs STT
+204.5%
+136.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +4.0% | -2.5% | +6.5% | +5.1% |
| 30D | +10.6% | -5.0% | +15.5% | +12.9% |
| 3M | +25.8% | -10.5% | +36.3% | +31.4% |
| 6M | +89.1% | +10.0% | +79.0% | +80.2% |
| YTD | +52.7% | +30.7% | +22.1% | +34.8% |
| 1Y | +51.7% | +43.8% | +8.0% | +28.7% |
| 3Y | +14.2% | +168.1% | -153.9% | -25.8% |
| 5Y | +270.7% | +101.4% | +169.3% | +161.3% |
| All | +341.4% | +204.5% | +136.9% | +175.0% |
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