+338.5%
SHW vs ELF
+316.3%
+22.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.7% |
| 7D | +0.7% | +3.4% | -2.7% | +0.2% |
| 30D | +8.4% | +5.0% | +3.5% | +7.7% |
| 3M | -2.2% | +22.6% | -24.8% | -4.9% |
| 6M | +13.3% | +104.0% | -90.6% | +3.0% |
| YTD | +9.2% | +49.3% | -40.1% | +2.3% |
| 1Y | +2.9% | +46.0% | -43.1% | -3.5% |
| 3Y | +41.1% | +19.4% | +21.7% | +25.7% |
| 5Y | +11.0% | +262.0% | -251.1% | -19.5% |
| All | +338.5% | +316.3% | +22.2% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling