+185.4%
SW vs ELF
+313.4%
-128.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.2% |
| 7D | +4.7% | -2.7% | +7.4% | +4.9% |
| 30D | +5.0% | +6.9% | -1.9% | +4.4% |
| 3M | -7.3% | +27.2% | -34.5% | -9.3% |
| 6M | +15.0% | +84.9% | -69.9% | +9.0% |
| YTD | +18.5% | +44.5% | -25.9% | +14.2% |
| 1Y | +27.1% | -6.8% | +33.9% | +25.5% |
| 3Y | +49.3% | +14.2% | +35.1% | +41.1% |
| 5Y | -1.6% | +250.6% | -252.3% | -13.1% |
| All | +185.4% | +313.4% | -128.1% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling