+97.4%
STM vs ELF
-23.1%
+120.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | 0.0% |
| 7D | +5.2% | -1.2% | +6.4% | +5.3% |
| 30D | -7.4% | +5.9% | -13.3% | -7.9% |
| 3M | -30.6% | +99.5% | -130.2% | -34.9% |
| 6M | +66.4% | +26.5% | +39.9% | +62.5% |
| YTD | +101.1% | +37.2% | +64.0% | +92.9% |
| 1Y | +97.4% | -24.4% | +121.8% | +105.0% |
| All | +97.4% | -23.1% | +120.5% | +105.0% |
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