+434.8%
SN vs ELF
+19.5%
+415.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.2% |
| 7D | +1.4% | +3.4% | -2.0% | +0.7% |
| 30D | +16.6% | +5.0% | +11.6% | +15.5% |
| 3M | +18.3% | +22.6% | -4.3% | +13.4% |
| 6M | +103.1% | +104.0% | -0.9% | +75.5% |
| YTD | +96.7% | +49.3% | +47.4% | +78.8% |
| 1Y | +134.3% | +46.0% | +88.3% | +113.5% |
| All | +434.8% | +19.5% | +415.3% | +327.4% |
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 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