+320.8%
SHW vs ELF
+397.3%
-76.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | +3.7% |
| 7D | +1.6% | +7.8% | -6.3% | +0.6% |
| 30D | +12.1% | +9.3% | +2.8% | +10.8% |
| 3M | -3.0% | +21.2% | -24.1% | -5.4% |
| 6M | +13.5% | +96.1% | -82.6% | +3.8% |
| YTD | +11.2% | +57.0% | -45.7% | +3.7% |
| 1Y | +6.2% | +61.9% | -55.6% | -1.6% |
| 3Y | +45.6% | +20.0% | +25.6% | +30.0% |
| 5Y | +15.6% | +284.8% | -269.2% | -16.1% |
| 10Y | +356.5% | +364.2% | -7.7% | +192.4% |
| All | +320.8% | +397.3% | -76.5% | +168.3% |
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 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