+7.5%
SMR vs ELF
+281.8%
-274.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | -2.5% |
| 7D | +13.1% | -6.8% | +19.9% | +14.4% |
| 30D | +17.8% | +5.1% | +12.7% | +16.3% |
| 3M | +8.1% | +79.8% | -71.7% | -4.0% |
| 6M | -11.1% | +29.7% | -40.8% | -16.4% |
| YTD | -23.7% | +31.6% | -55.3% | -28.7% |
| 1Y | -69.4% | -27.9% | -41.5% | -68.8% |
| 3Y | +82.6% | -26.4% | +109.0% | +69.8% |
| All | +7.5% | +281.8% | -274.4% | -14.4% |
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