+130.8%
SLB vs ELF
+259.0%
-128.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +0.8% | +5.4% | -4.5% | +0.5% |
| 30D | +15.8% | +27.0% | -11.2% | +14.0% |
| 3M | -0.3% | +113.2% | -113.5% | -5.4% |
| 6M | +21.3% | +36.6% | -15.2% | +18.5% |
| YTD | +52.3% | +44.2% | +8.1% | +47.9% |
| 1Y | +63.6% | -18.0% | +81.6% | +63.6% |
| 3Y | +3.8% | -19.9% | +23.7% | -1.3% |
| All | +130.8% | +259.0% | -128.2% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling