+357.2%
ELF vs STZ
+11.6%
+345.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.3% | +5.3% | +0.9% | +3.9% |
| 30D | +8.5% | +19.6% | -11.1% | +0.1% |
| 3M | +24.4% | +10.0% | +14.5% | +18.6% |
| 6M | +94.7% | -0.3% | +95.0% | +93.1% |
| YTD | +55.9% | +8.6% | +47.3% | +46.7% |
| 1Y | +48.4% | +16.6% | +31.8% | +34.6% |
| 3Y | +24.6% | -34.8% | +59.4% | +45.8% |
| 5Y | +285.0% | -27.8% | +312.9% | +325.4% |
| 10Y | +357.2% | +12.5% | +344.7% | +363.6% |
| All | +357.2% | +11.6% | +345.7% | +363.6% |
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