+27.8%
ELF vs SUNB
-4.1%
+31.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.0% |
| 7D | -1.2% | +3.4% | -4.5% | -1.6% |
| 30D | +5.9% | -14.5% | +20.4% | +7.8% |
| 3M | +99.5% | -13.8% | +113.4% | +103.0% |
| 6M | +26.5% | -5.9% | +32.4% | +25.5% |
| All | +27.8% | -4.1% | +31.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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