+314.5%
ELF vs STT
+207.6%
+106.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -1.4% |
| 7D | -2.7% | -4.9% | +2.2% | -0.7% |
| 30D | +6.9% | -6.0% | +12.9% | +9.6% |
| 3M | +27.2% | -11.7% | +38.9% | +33.5% |
| 6M | +84.9% | +11.7% | +73.2% | +75.2% |
| YTD | +44.5% | +30.4% | +14.0% | +27.6% |
| 1Y | -6.8% | +43.9% | -50.7% | -21.0% |
| 3Y | +14.2% | +165.4% | -151.2% | -25.3% |
| 5Y | +250.6% | +101.0% | +149.6% | +147.7% |
| 10Y | +318.0% | +210.7% | +107.3% | +159.1% |
| All | +314.5% | +207.6% | +106.9% | +157.0% |
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 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