-85.6%
SMR vs ELF
-3.2%
-82.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.1% |
| 7D | -9.5% | -1.5% | -8.0% | -9.1% |
| 30D | -33.2% | +9.5% | -42.7% | -35.3% |
| 3M | -45.9% | +29.4% | -75.3% | -51.2% |
| 6M | -57.9% | +83.7% | -141.6% | -66.9% |
| YTD | -63.8% | +49.4% | -113.2% | -69.8% |
| 1Y | -85.6% | -3.9% | -81.7% | -86.0% |
| All | -85.6% | -3.2% | -82.4% | -86.0% |
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 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