+196.4%
SO vs ELF
+332.6%
-136.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +1.1% |
| 7D | +1.4% | +1.6% | -0.2% | +1.3% |
| 30D | +4.7% | +9.1% | -4.4% | +4.3% |
| 3M | +1.7% | +28.2% | -26.5% | +0.6% |
| 6M | +2.2% | +119.5% | -117.4% | -1.3% |
| YTD | +10.0% | +55.2% | -45.2% | +7.4% |
| 1Y | +6.0% | +58.6% | -52.6% | +3.4% |
| 3Y | +54.1% | +21.3% | +32.8% | +46.1% |
| 5Y | +79.6% | +276.2% | -196.6% | +51.3% |
| All | +196.4% | +332.6% | -136.2% | +128.2% |
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