+275.1%
ELF vs STT
+100.0%
+175.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +25.8% | -10.5% | +36.3% | +31.6% |
| 6M | +89.1% | +10.0% | +79.0% | +79.6% |
| YTD | +52.7% | +30.7% | +22.1% | +33.5% |
| 1Y | +51.7% | +43.8% | +8.0% | +27.1% |
| 3Y | +14.2% | +168.1% | -153.9% | -27.3% |
| All | +275.1% | +100.0% | +175.1% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling