+323.8%
SN vs ELF
-10.1%
+333.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.8% |
| 7D | +0.1% | -1.2% | +1.3% | +0.3% |
| 30D | -5.6% | +5.9% | -11.5% | -6.6% |
| 3M | +48.1% | +99.5% | -51.5% | +31.4% |
| 6M | +57.6% | +26.5% | +31.1% | +49.6% |
| YTD | +56.5% | +37.2% | +19.3% | +46.3% |
| 1Y | +52.6% | -24.4% | +77.0% | +52.5% |
| 3Y | +412.0% | -23.3% | +435.3% | +337.8% |
| All | +323.8% | -10.1% | +333.8% | +284.0% |
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 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