-18.0%
ELF vs SEI
+105.8%
-123.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.7% |
| 7D | +5.4% | +10.2% | -4.9% | +4.1% |
| 30D | +27.0% | -1.0% | +28.0% | +26.8% |
| 3M | +113.2% | -27.9% | +141.1% | +119.7% |
| 6M | +36.6% | +10.4% | +26.2% | +29.4% |
| YTD | +44.2% | +20.1% | +24.1% | +33.1% |
| 1Y | -18.0% | +109.7% | -127.7% | -22.4% |
| All | -18.0% | +105.8% | -123.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1y: compounded portfolio wealth divided by compounded SEI 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…
1y analysis · Full analysis span regression · 6 months rolling