+88.9%
SMR vs ELF
-23.6%
+112.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.9% | +20.1% | +16.4% |
| 7D | +21.4% | -1.2% | +22.6% | +21.5% |
| 30D | +13.8% | +5.9% | +7.9% | +12.0% |
| 3M | +3.9% | +99.5% | -95.6% | -12.7% |
| 6M | -4.2% | +26.5% | -30.7% | -10.8% |
| YTD | -21.1% | +37.2% | -58.3% | -28.2% |
| 1Y | -67.1% | -24.4% | -42.7% | -66.5% |
| 3Y | +88.9% | -23.3% | +112.2% | +57.2% |
| All | +88.9% | -23.6% | +112.5% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling