-3.6%
SMR vs ELF
+318.4%
-322.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | +4.4% | +5.4% | -0.9% | +3.3% |
| 30D | +3.4% | +27.0% | -23.6% | -1.4% |
| 3M | -19.2% | +113.2% | -132.4% | -30.5% |
| 6M | -22.6% | +36.6% | -59.2% | -28.0% |
| YTD | -31.5% | +44.2% | -75.8% | -37.0% |
| 1Y | -73.1% | -18.0% | -55.1% | -73.1% |
| 3Y | +55.0% | -19.9% | +74.9% | +41.8% |
| All | -3.6% | +318.4% | -322.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling