-14.4%
SLB vs ELF
+316.3%
-330.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.5% |
| 7D | +2.6% | +3.4% | -0.8% | +2.0% |
| 30D | +4.4% | +5.0% | -0.6% | +3.5% |
| 3M | -2.7% | +22.6% | -25.3% | -5.9% |
| 6M | -7.5% | +104.0% | -111.5% | -18.0% |
| YTD | +34.8% | +49.3% | -14.5% | +24.3% |
| 1Y | +44.6% | +46.0% | -1.4% | +33.6% |
| 3Y | +3.2% | +19.4% | -16.2% | -12.4% |
| 5Y | +73.6% | +262.0% | -188.5% | +7.1% |
| All | -14.4% | +316.3% | -330.7% | -57.0% |
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