+160.5%
SO vs ELF
+383.9%
-223.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.3% |
| 7D | -1.5% | +4.0% | -5.4% | -1.6% |
| 30D | +8.1% | +10.6% | -2.5% | +7.6% |
| 3M | +0.2% | +25.8% | -25.6% | -0.8% |
| 6M | +0.4% | +89.1% | -88.7% | -2.4% |
| YTD | +8.5% | +52.7% | -44.2% | +6.1% |
| 1Y | +4.9% | +51.7% | -46.8% | +2.5% |
| 3Y | +47.9% | +14.2% | +33.7% | +40.8% |
| 5Y | +75.7% | +270.7% | -195.0% | +48.4% |
| 10Y | +178.0% | +341.9% | -163.9% | +113.3% |
| All | +160.5% | +383.9% | -223.4% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling