+70.1%
SU vs ELF
-17.5%
+87.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.2% |
| 7D | +2.9% | +5.4% | -2.4% | +3.3% |
| 30D | +7.2% | +27.0% | -19.8% | +9.0% |
| 3M | +2.8% | +113.2% | -110.4% | +7.3% |
| 6M | +18.2% | +36.6% | -18.4% | +22.1% |
| YTD | +54.0% | +44.2% | +9.7% | +58.6% |
| 1Y | +70.1% | -18.0% | +88.1% | +75.5% |
| All | +70.1% | -17.5% | +87.7% | +75.5% |
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 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