+293.6%
ELF vs SUI
+101.1%
+192.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.3% |
| 7D | -1.2% | -3.1% | +2.0% | 0.0% |
| 30D | +5.9% | -2.3% | +8.2% | +6.8% |
| 3M | +99.5% | -2.8% | +102.3% | +101.1% |
| 6M | +26.5% | -12.4% | +38.9% | +32.7% |
| YTD | +37.2% | -3.3% | +40.5% | +38.7% |
| 1Y | -24.4% | -5.8% | -18.6% | -22.9% |
| 3Y | -23.3% | +12.5% | -35.8% | -29.2% |
| 5Y | +245.2% | -32.9% | +278.0% | +292.0% |
| All | +293.6% | +101.1% | +192.5% | +229.9% |
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