+20.0%
ELF vs STZ
-35.4%
+55.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.9% |
| 7D | +7.8% | +3.4% | +4.4% | +6.6% |
| 30D | +9.3% | +19.6% | -10.3% | +2.6% |
| 3M | +21.2% | +8.0% | +13.1% | +17.6% |
| 6M | +96.1% | -0.3% | +96.4% | +95.1% |
| YTD | +57.0% | +8.6% | +48.4% | +48.2% |
| 1Y | +61.9% | +17.3% | +44.5% | +46.9% |
| 3Y | +20.0% | -34.7% | +54.7% | +34.7% |
| All | +20.0% | -35.4% | +55.4% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling