-48.1%
SMR vs ELF
+352.2%
-400.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -2.8% | +6.3% | -9.1% | -3.8% |
| 30D | -27.5% | +8.5% | -36.0% | -28.5% |
| 3M | -43.1% | +24.4% | -67.6% | -45.6% |
| 6M | -58.4% | +94.7% | -153.1% | -63.8% |
| YTD | -63.2% | +55.9% | -119.0% | -66.7% |
| 1Y | -81.6% | +48.4% | -130.1% | -83.2% |
| 3Y | +149.8% | +24.6% | +125.1% | +121.5% |
| All | -48.1% | +352.2% | -400.3% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling