+439.5%
SN vs ELF
+0.1%
+439.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.7% |
| 7D | +7.2% | +4.0% | +3.2% | +6.5% |
| 30D | +20.4% | +10.6% | +9.8% | +18.3% |
| 3M | +23.9% | +25.8% | -1.9% | +18.9% |
| 6M | +93.0% | +89.1% | +4.0% | +72.2% |
| YTD | +99.2% | +52.7% | +46.5% | +82.7% |
| 1Y | +142.6% | +51.7% | +90.9% | +122.5% |
| 3Y | +398.8% | +14.2% | +384.6% | +356.6% |
| All | +439.5% | +0.1% | +439.3% | +379.6% |
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