+255.0%
ELF vs STZ
-33.3%
+288.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +5.4% | -1.9% | +7.3% | +6.2% |
| 30D | +27.0% | -1.9% | +28.9% | +27.8% |
| 3M | +113.2% | -6.2% | +119.4% | +117.9% |
| 6M | +36.6% | -14.0% | +50.6% | +44.2% |
| YTD | +44.2% | -5.1% | +49.3% | +43.7% |
| 1Y | -18.0% | -9.6% | -8.4% | -16.7% |
| 3Y | -19.9% | -47.2% | +27.3% | +3.0% |
| All | +255.0% | -33.3% | +288.3% | +301.5% |
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