+189.7%
SW vs ELF
+342.3%
-152.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.9% |
| 7D | +12.1% | -1.5% | +13.6% | +12.2% |
| 30D | +6.6% | +9.5% | -3.0% | +5.7% |
| 3M | -6.0% | +29.4% | -35.4% | -8.1% |
| 6M | +21.5% | +83.7% | -62.2% | +15.2% |
| YTD | +20.3% | +49.4% | -29.1% | +15.6% |
| 1Y | +28.1% | -3.9% | +32.1% | +26.2% |
| 3Y | +51.6% | +18.2% | +33.4% | +42.8% |
| 5Y | -0.1% | +276.1% | -276.3% | -12.1% |
| 10Y | +189.7% | +332.4% | -142.6% | +148.4% |
| All | +189.7% | +342.3% | -152.6% | +148.4% |
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 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