+347.2%
ELF vs STT
+221.2%
+126.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.3% | +1.1% | +5.2% | +5.8% |
| 30D | +8.5% | -1.9% | +10.4% | +9.3% |
| 3M | +24.4% | -7.6% | +32.0% | +28.3% |
| 6M | +94.7% | +16.0% | +78.7% | +81.7% |
| YTD | +55.9% | +36.2% | +19.7% | +35.3% |
| 1Y | +48.4% | +46.8% | +1.6% | +24.8% |
| 3Y | +24.6% | +177.8% | -153.2% | -20.0% |
| 5Y | +285.0% | +105.8% | +179.2% | +169.4% |
| 10Y | +357.2% | +197.6% | +159.6% | +176.8% |
| All | +347.2% | +221.2% | +126.0% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling