+51.9%
ELF vs STT
+48.7%
+3.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +4.3% | +0.4% | +3.8% | +4.1% |
| 30D | +7.7% | -0.4% | +8.2% | +7.8% |
| 3M | +24.7% | -6.5% | +31.2% | +26.8% |
| 6M | +114.6% | +17.2% | +97.5% | +98.3% |
| YTD | +55.8% | +38.2% | +17.6% | +27.9% |
| 1Y | +51.9% | +49.3% | +2.6% | +15.2% |
| All | +51.9% | +48.7% | +3.2% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling