-70.2%
SMR vs ELF
-31.2%
-39.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.2% | -4.0% |
| 7D | +4.7% | -10.8% | +15.6% | +8.8% |
| 30D | +3.2% | +0.8% | +2.4% | +2.3% |
| 3M | +9.9% | +64.8% | -54.9% | -9.6% |
| 6M | -15.1% | +19.0% | -34.1% | -21.5% |
| YTD | -27.9% | +25.9% | -53.9% | -36.0% |
| 1Y | -70.2% | -28.8% | -41.5% | -67.2% |
| All | -70.2% | -31.2% | -39.1% | -67.2% |
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 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