+338.3%
SU vs ELF
+217.5%
+120.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +2.2% | -11.6% | +13.9% | +2.6% |
| 30D | +8.4% | +4.6% | +3.8% | +8.2% |
| 3M | +12.1% | +59.7% | -47.6% | +9.9% |
| 6M | +19.7% | +21.2% | -1.5% | +18.6% |
| YTD | +58.4% | +27.4% | +31.0% | +56.1% |
| 1Y | +67.2% | -29.8% | +97.0% | +69.4% |
| 3Y | +125.0% | -28.5% | +153.5% | +117.2% |
| All | +338.3% | +217.5% | +120.8% | +246.4% |
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