+313.8%
ELF vs STT
+261.7%
+52.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +5.4% | +0.5% | +4.9% | +5.1% |
| 30D | +27.0% | +3.9% | +23.1% | +24.8% |
| 3M | +113.2% | +20.0% | +93.2% | +96.8% |
| 6M | +36.6% | +55.3% | -18.7% | +12.6% |
| YTD | +44.2% | +53.3% | -9.1% | +19.3% |
| 1Y | -18.0% | +74.7% | -92.7% | -35.8% |
| 3Y | -19.9% | +205.8% | -225.8% | -50.6% |
| 5Y | +257.7% | +145.0% | +112.7% | +133.0% |
| All | +313.8% | +261.7% | +52.2% | +140.2% |
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 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