+217.5%
SAP vs ELF
+342.6%
-125.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.9% | -4.8% |
| 7D | -0.7% | +4.0% | -4.7% | -1.2% |
| 30D | +11.1% | +10.6% | +0.5% | +9.6% |
| 3M | +17.0% | +25.8% | -8.8% | +13.5% |
| 6M | +34.8% | +89.1% | -54.2% | +23.9% |
| YTD | -2.2% | +52.7% | -55.0% | -8.6% |
| 1Y | -6.4% | +51.7% | -58.2% | -12.6% |
| 3Y | +75.1% | +14.2% | +60.9% | +58.8% |
| 5Y | +69.8% | +270.7% | -200.9% | +24.9% |
| All | +217.5% | +342.6% | -125.1% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling