+80.7%
SAP vs ELF
+272.3%
-191.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.6% | -0.1% |
| 7D | +0.6% | +1.6% | -1.0% | +0.4% |
| 30D | +6.5% | +9.1% | -2.6% | +5.3% |
| 3M | +12.2% | +28.2% | -15.9% | +8.8% |
| 6M | +46.1% | +119.5% | -73.5% | +32.6% |
| YTD | -1.6% | +55.2% | -56.8% | -7.7% |
| 1Y | -5.1% | +58.6% | -63.7% | -11.3% |
| 3Y | +68.4% | +21.3% | +47.1% | +49.2% |
| All | +80.7% | +272.3% | -191.6% | +7.1% |
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