-4.6%
STM vs ELF
+272.3%
-276.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.2% |
| 7D | +12.0% | +1.6% | +10.4% | +11.6% |
| 30D | -0.4% | +9.1% | -9.5% | -2.2% |
| 3M | -13.2% | +28.2% | -41.4% | -17.8% |
| 6M | -26.1% | +119.5% | -145.6% | -37.8% |
| YTD | +81.2% | +55.2% | +26.0% | +60.9% |
| 1Y | +98.3% | +58.6% | +39.7% | +75.0% |
| 3Y | +16.7% | +21.3% | -4.6% | -7.4% |
| All | -4.6% | +272.3% | -276.9% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling