+447.8%
SN vs ELF
+1.7%
+446.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +2.2% |
| 7D | +1.5% | +1.6% | 0.0% | +1.3% |
| 30D | +21.5% | +9.1% | +12.4% | +19.7% |
| 3M | +20.0% | +28.2% | -8.1% | +14.9% |
| 6M | +119.9% | +119.5% | +0.4% | +91.6% |
| YTD | +102.3% | +55.2% | +47.2% | +85.1% |
| 1Y | +148.0% | +58.6% | +89.4% | +126.0% |
| 3Y | +450.0% | +21.3% | +428.7% | +405.2% |
| All | +447.8% | +1.7% | +446.1% | +385.7% |
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