+19.4%
SYY vs ELF
+230.6%
-211.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.2% | +2.5% |
| 7D | -0.2% | -6.8% | +6.5% | +0.2% |
| 30D | -2.7% | +5.1% | -7.8% | -3.2% |
| 3M | +5.9% | +79.8% | -73.9% | +1.1% |
| 6M | -2.3% | +29.7% | -32.0% | -4.8% |
| YTD | +13.1% | +31.6% | -18.5% | +9.7% |
| 1Y | +3.8% | -27.9% | +31.7% | +4.6% |
| 3Y | +26.7% | -26.4% | +53.2% | +20.9% |
| 5Y | +19.4% | +235.6% | -216.2% | -32.5% |
| All | +19.4% | +230.6% | -211.2% | -32.5% |
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