-18.0%
ELF vs STZ
-10.2%
-7.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +5.4% | -1.9% | +7.3% | +5.8% |
| 30D | +27.0% | -1.9% | +28.9% | +27.4% |
| 3M | +113.2% | -6.2% | +119.4% | +115.0% |
| 6M | +36.6% | -14.0% | +50.6% | +40.0% |
| YTD | +44.2% | -5.1% | +49.3% | +38.3% |
| 1Y | -18.0% | -9.6% | -8.4% | -25.3% |
| All | -18.0% | -10.2% | -7.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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