+125.4%
SU vs ELF
-30.3%
+155.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.1% |
| 7D | +1.7% | -10.8% | +12.5% | +1.8% |
| 30D | +9.6% | +0.8% | +8.8% | +9.6% |
| 3M | +11.7% | +64.8% | -53.0% | +10.1% |
| 6M | +21.9% | +19.0% | +2.9% | +21.5% |
| YTD | +58.6% | +25.9% | +32.7% | +57.1% |
| 1Y | +66.5% | -28.8% | +95.3% | +68.8% |
| All | +125.4% | -30.3% | +155.7% | +117.7% |
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