+126.0%
SMR vs ELF
+24.8%
+101.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -2.8% | +6.3% | -9.1% | -4.0% |
| 30D | -27.5% | +8.5% | -36.0% | -28.8% |
| 3M | -43.1% | +24.4% | -67.6% | -46.3% |
| 6M | -58.4% | +94.7% | -153.1% | -65.2% |
| YTD | -63.2% | +55.9% | -119.0% | -67.6% |
| 1Y | -81.6% | +48.4% | -130.1% | -83.7% |
| All | +126.0% | +24.8% | +101.2% | +8.7% |
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 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