+6.6%
SO vs ELF
+56.1%
-49.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.1% | +6.3% | -6.4% | 0.0% |
| 30D | +8.7% | +8.5% | +0.2% | +8.8% |
| 3M | +3.4% | +24.4% | -21.1% | +3.6% |
| 6M | +3.7% | +94.7% | -91.0% | +4.3% |
| YTD | +10.0% | +55.9% | -45.8% | +9.8% |
| 1Y | +6.6% | +48.4% | -41.8% | +6.4% |
| All | +6.6% | +56.1% | -49.5% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling