+319.5%
SN vs ELF
-5.5%
+325.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -9.3% | +5.4% | -14.7% | -10.1% |
| 30D | -4.8% | +27.0% | -31.8% | -8.7% |
| 3M | +40.4% | +113.2% | -72.8% | +23.3% |
| 6M | +50.9% | +36.6% | +14.4% | +41.5% |
| YTD | +54.9% | +44.2% | +10.7% | +43.7% |
| 1Y | +43.0% | -18.0% | +61.0% | +41.1% |
| 3Y | +391.8% | -19.9% | +411.8% | +316.4% |
| All | +319.5% | -5.5% | +325.0% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling