+90.1%
STM vs ELF
+56.1%
+34.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -7.9% | +6.3% | -14.2% | -8.5% |
| 30D | -14.1% | +8.5% | -22.6% | -14.9% |
| 3M | -17.6% | +24.4% | -42.0% | -19.6% |
| 6M | -24.2% | +94.7% | -119.0% | -28.0% |
| YTD | +73.3% | +55.9% | +17.5% | +60.3% |
| 1Y | +90.1% | +48.4% | +41.7% | +79.1% |
| All | +90.1% | +56.1% | +34.0% | +79.1% |
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