+56.4%
SAP vs ELF
+259.0%
-202.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -2.9% | +5.4% | -8.3% | -3.5% |
| 30D | +9.0% | +27.0% | -18.0% | +5.8% |
| 3M | +14.9% | +113.2% | -98.3% | +4.9% |
| 6M | +11.9% | +36.6% | -24.7% | +7.2% |
| YTD | -9.9% | +44.2% | -54.1% | -14.7% |
| 1Y | -19.5% | -18.0% | -1.6% | -19.3% |
| 3Y | +61.8% | -19.9% | +81.7% | +53.5% |
| All | +56.4% | +259.0% | -202.6% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling