-52.1%
SMR vs ELF
+333.2%
-385.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.7% | -7.0% |
| 7D | +10.3% | +3.4% | +6.9% | +9.8% |
| 30D | -25.7% | +5.0% | -30.7% | -26.2% |
| 3M | -49.7% | +22.6% | -72.3% | -51.8% |
| 6M | -59.8% | +104.0% | -163.8% | -65.2% |
| YTD | -66.0% | +49.3% | -115.3% | -68.9% |
| 1Y | -81.4% | +46.0% | -127.5% | -83.0% |
| 3Y | +130.6% | +19.4% | +111.2% | +106.4% |
| All | -52.1% | +333.2% | -385.2% | -62.7% |
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