-7.9%
SHW vs ELF
-17.5%
+9.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -3.2% | +5.4% | -8.6% | -3.7% |
| 30D | -9.5% | +27.0% | -36.5% | -11.4% |
| 3M | +11.5% | +113.2% | -101.7% | +5.1% |
| 6M | -3.5% | +36.6% | -40.1% | -7.0% |
| YTD | +3.7% | +44.2% | -40.5% | -0.3% |
| 1Y | -7.9% | -18.0% | +10.1% | -10.1% |
| All | -7.9% | -17.5% | +9.6% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling