+328.8%
ELF vs SUI
+109.3%
+219.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.2% | 0.0% |
| 7D | -1.5% | +10.0% | -11.6% | -5.1% |
| 30D | +9.5% | +8.4% | +1.1% | +6.0% |
| 3M | +29.4% | +0.7% | +28.7% | +28.7% |
| 6M | +83.7% | -0.9% | +84.7% | +83.2% |
| YTD | +49.4% | +0.6% | +48.8% | +48.5% |
| 1Y | -3.9% | +0.8% | -4.7% | -4.5% |
| 3Y | +18.2% | +15.5% | +2.7% | +8.3% |
| 5Y | +276.1% | -25.9% | +302.0% | +310.0% |
| 10Y | +332.4% | +119.5% | +212.8% | +253.8% |
| All | +328.8% | +109.3% | +219.5% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 all: compounded portfolio wealth divided by compounded SUI 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…
all analysis · Full analysis span regression · 6 months rolling