+51.6%
SW vs ELF
+16.4%
+35.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.3% |
| 3M | -6.0% | +29.4% | -35.4% | -9.0% |
| 6M | +21.5% | +83.7% | -62.2% | +12.5% |
| YTD | +20.3% | +49.4% | -29.1% | +13.5% |
| 1Y | +28.1% | -3.9% | +32.1% | +25.1% |
| All | +51.6% | +16.4% | +35.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling