-73.1%
SMR vs ELF
-17.5%
-55.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.3% |
| 7D | +4.4% | +5.4% | -0.9% | +2.3% |
| 30D | +3.4% | +27.0% | -23.6% | -5.6% |
| 3M | -19.2% | +113.2% | -132.4% | -39.5% |
| 6M | -22.6% | +36.6% | -59.2% | -32.0% |
| YTD | -31.5% | +44.2% | -75.8% | -42.0% |
| 1Y | -73.1% | -18.0% | -55.1% | -72.0% |
| All | -73.1% | -17.5% | -55.5% | -72.0% |
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