+266.7%
SU vs ELF
+317.0%
-50.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.7% | +2.1% |
| 7D | +1.6% | -6.8% | +8.3% | +2.3% |
| 30D | +10.7% | +5.1% | +5.7% | +10.0% |
| 3M | +13.5% | +79.8% | -66.3% | +5.2% |
| 6M | +21.8% | +29.7% | -7.9% | +16.7% |
| YTD | +58.8% | +31.6% | +27.2% | +50.8% |
| 1Y | +72.0% | -27.9% | +99.9% | +74.2% |
| 3Y | +121.7% | -26.4% | +148.1% | +107.9% |
| 5Y | +350.4% | +235.6% | +114.8% | +198.0% |
| All | +266.7% | +317.0% | -50.3% | +104.3% |
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