+62.4%
SAP vs ELF
-19.9%
+82.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -2.9% | +5.4% | -8.3% | -3.4% |
| 30D | +9.0% | +27.0% | -18.0% | +6.5% |
| 3M | +14.9% | +113.2% | -98.3% | +7.2% |
| 6M | +11.9% | +36.6% | -24.7% | +8.3% |
| YTD | -9.9% | +44.2% | -54.1% | -13.5% |
| 1Y | -19.5% | -18.0% | -1.6% | -19.2% |
| All | +62.4% | -19.9% | +82.3% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling