+461.8%
STM vs ELF
+316.3%
+145.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.3% |
| 7D | +16.3% | +3.4% | +12.9% | +15.5% |
| 30D | -6.3% | +5.0% | -11.2% | -7.3% |
| 3M | -14.1% | +22.6% | -36.7% | -18.1% |
| 6M | -19.6% | +104.0% | -123.5% | -31.8% |
| YTD | +80.1% | +49.3% | +30.8% | +60.4% |
| 1Y | +95.4% | +46.0% | +49.3% | +74.6% |
| 3Y | +14.7% | +19.4% | -4.7% | -4.7% |
| 5Y | -5.4% | +262.0% | -267.4% | -44.2% |
| All | +461.8% | +316.3% | +145.5% | +170.6% |
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