+46.2%
SLB vs ELF
-3.2%
+49.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -4.1% | -1.5% | -2.5% | -4.0% |
| 30D | +2.5% | +9.5% | -7.0% | +2.0% |
| 3M | +2.0% | +29.4% | -27.4% | +0.5% |
| 6M | -6.3% | +83.7% | -90.1% | -9.5% |
| YTD | +36.5% | +49.4% | -12.9% | +34.5% |
| 1Y | +46.2% | -3.9% | +50.2% | +46.6% |
| All | +46.2% | -3.2% | +49.5% | +46.6% |
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