+338.4%
ELF vs SEI
+584.5%
-246.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.3% | -10.8% | +17.1% | +7.5% |
| 30D | +8.5% | -19.0% | +27.5% | +10.5% |
| 3M | +24.4% | +5.8% | +18.6% | +20.7% |
| 6M | +94.7% | -14.9% | +109.6% | +92.5% |
| YTD | +55.9% | +35.4% | +20.4% | +41.7% |
| 1Y | +48.4% | +23.9% | +24.5% | +36.2% |
| 3Y | +24.6% | +661.3% | -636.7% | -19.5% |
| 5Y | +285.0% | +822.2% | -537.2% | +122.8% |
| All | +338.4% | +584.5% | -246.0% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling