+194.9%
SO vs ELF
+357.0%
-162.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.1% | +6.3% | -6.4% | -0.4% |
| 30D | +8.7% | +8.5% | +0.2% | +8.3% |
| 3M | +3.4% | +24.4% | -21.1% | +2.4% |
| 6M | +3.7% | +94.7% | -91.0% | +0.7% |
| YTD | +10.0% | +55.9% | -45.8% | +7.5% |
| 1Y | +6.6% | +48.4% | -41.8% | +4.3% |
| 3Y | +52.5% | +24.6% | +27.9% | +44.3% |
| 5Y | +76.1% | +285.0% | -209.0% | +48.2% |
| 10Y | +194.9% | +357.2% | -162.3% | +126.1% |
| All | +194.9% | +357.0% | -162.2% | +126.1% |
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 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