+59.8%
SO vs ELF
+259.0%
-199.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -0.2% | +5.4% | -5.5% | -0.2% |
| 30D | -4.6% | +27.0% | -31.6% | -4.6% |
| 3M | -3.0% | +113.2% | -116.2% | -3.0% |
| 6M | -8.3% | +36.6% | -44.8% | -8.2% |
| YTD | +3.5% | +44.2% | -40.7% | +3.5% |
| 1Y | -0.9% | -18.0% | +17.1% | -0.9% |
| 3Y | +45.4% | -19.9% | +65.3% | +43.7% |
| All | +59.8% | +259.0% | -199.2% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling