+279.2%
ELF vs STZ
-28.3%
+307.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | +7.7% | +14.9% | -7.2% | +1.8% |
| 3M | +24.7% | +8.4% | +16.3% | +20.2% |
| 6M | +114.6% | +2.8% | +111.8% | +110.3% |
| YTD | +55.8% | +7.5% | +48.3% | +47.1% |
| 1Y | +51.9% | +12.5% | +39.4% | +39.9% |
| 3Y | +24.6% | -35.4% | +60.0% | +46.6% |
| 5Y | +279.2% | -29.3% | +308.5% | +306.8% |
| All | +279.2% | -28.3% | +307.5% | +306.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling