+341.4%
ELF vs STZ
+3.4%
+338.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.5% |
| 7D | +4.0% | +4.9% | -0.9% | +1.7% |
| 30D | +10.6% | +20.9% | -10.3% | +1.5% |
| 3M | +25.8% | +8.0% | +17.8% | +20.9% |
| 6M | +89.1% | -5.3% | +94.4% | +91.7% |
| YTD | +52.7% | +5.9% | +46.8% | +45.3% |
| 1Y | +51.7% | +14.2% | +37.5% | +38.9% |
| 3Y | +14.2% | -37.0% | +51.2% | +35.5% |
| 5Y | +270.7% | -29.7% | +300.4% | +314.1% |
| All | +341.4% | +3.4% | +338.1% | +346.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling