+192.9%
SO vs ELF
+316.3%
-123.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.3% |
| 7D | -0.9% | +3.4% | -4.3% | -1.1% |
| 30D | +4.9% | +5.0% | 0.0% | +4.7% |
| 3M | +0.8% | +22.6% | -21.8% | -0.1% |
| 6M | +0.6% | +104.0% | -103.4% | -2.5% |
| YTD | +8.7% | +49.3% | -40.7% | +6.3% |
| 1Y | +4.0% | +46.0% | -42.1% | +1.7% |
| 3Y | +50.6% | +19.4% | +31.2% | +42.7% |
| 5Y | +77.5% | +262.0% | -184.5% | +49.7% |
| All | +192.9% | +316.3% | -123.4% | +125.8% |
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