+4.9%
STM vs ELF
+18.9%
-14.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +3.4% |
| 7D | -10.7% | +4.0% | -14.7% | -11.3% |
| 30D | -25.7% | +10.6% | -36.3% | -27.1% |
| 3M | -21.6% | +25.8% | -47.4% | -24.8% |
| 6M | -27.8% | +89.1% | -116.9% | -35.8% |
| YTD | +61.8% | +52.7% | +9.0% | +47.1% |
| 1Y | +78.1% | +51.7% | +26.4% | +61.9% |
| 3Y | +4.9% | +14.2% | -9.3% | -13.3% |
| All | +4.9% | +18.9% | -14.0% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling