+147.8%
SW vs ELF
+357.0%
-209.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | -5.1% | +5.4% | -10.4% | -5.5% |
| 30D | -4.6% | +27.0% | -31.6% | -6.5% |
| 3M | +9.4% | +113.2% | -103.8% | +2.7% |
| 6M | +3.5% | +36.6% | -33.1% | +0.4% |
| YTD | +22.0% | +44.2% | -22.2% | +17.6% |
| 1Y | +2.2% | -18.0% | +20.2% | +1.9% |
| 3Y | +19.6% | -19.9% | +39.5% | +15.2% |
| 5Y | -2.3% | +257.7% | -260.0% | -13.9% |
| All | +147.8% | +357.0% | -209.2% | +111.3% |
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 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