+1.8%
SLB vs ELF
+19.5%
-17.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.2% |
| 7D | +2.6% | +3.4% | -0.8% | +2.3% |
| 30D | +4.4% | +5.0% | -0.6% | +4.0% |
| 3M | -2.7% | +22.6% | -25.3% | -4.2% |
| 6M | -7.5% | +104.0% | -111.5% | -12.4% |
| YTD | +34.8% | +49.3% | -14.5% | +30.3% |
| 1Y | +44.6% | +46.0% | -1.4% | +39.8% |
| All | +1.8% | +19.5% | -17.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling