+172.3%
SAP vs ELF
+357.0%
-184.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +14.9% | +113.2% | -98.3% | +4.4% |
| 6M | +11.9% | +36.6% | -24.7% | +6.8% |
| YTD | -9.9% | +44.2% | -54.1% | -15.0% |
| 1Y | -19.5% | -18.0% | -1.6% | -19.5% |
| 3Y | +61.8% | -19.9% | +81.7% | +53.8% |
| 5Y | +56.2% | +257.7% | -201.5% | +15.5% |
| All | +172.3% | +357.0% | -184.6% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling