+609.1%
STM vs ELF
+357.0%
+252.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.4% |
| 7D | +5.8% | +5.4% | +0.4% | +4.6% |
| 30D | -1.0% | +27.0% | -28.0% | -6.1% |
| 3M | -33.3% | +113.2% | -146.5% | -43.6% |
| 6M | +57.4% | +36.6% | +20.8% | +44.7% |
| YTD | +102.2% | +44.2% | +58.0% | +81.8% |
| 1Y | +99.6% | -18.0% | +117.6% | +99.1% |
| 3Y | +14.5% | -19.9% | +34.4% | +4.4% |
| 5Y | +21.4% | +257.7% | -236.3% | -27.8% |
| All | +609.1% | +357.0% | +252.2% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling