+5.0%
SYK vs ELF
+213.8%
-208.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.4% | -1.6% |
| 7D | -12.3% | -10.8% | -1.5% | -11.5% |
| 30D | -22.4% | +0.8% | -23.3% | -22.5% |
| 3M | -12.3% | +64.8% | -77.1% | -16.1% |
| 6M | -24.3% | +19.0% | -43.3% | -25.8% |
| YTD | -22.8% | +25.9% | -48.7% | -25.0% |
| 1Y | -28.8% | -28.8% | 0.0% | -27.9% |
| 3Y | -4.0% | -29.6% | +25.6% | -8.3% |
| All | +5.0% | +213.8% | -208.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling