+432.7%
SN vs ELF
-2.1%
+434.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.8% |
| 30D | +16.6% | +5.0% | +11.6% | +15.6% |
| 3M | +18.3% | +22.6% | -4.3% | +14.1% |
| 6M | +103.1% | +104.0% | -0.9% | +79.1% |
| YTD | +96.7% | +49.3% | +47.4% | +81.2% |
| 1Y | +134.3% | +46.0% | +88.3% | +116.3% |
| 3Y | +425.2% | +19.4% | +405.8% | +387.2% |
| All | +432.7% | -2.1% | +434.8% | +375.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling