+336.5%
ELF vs SEI
+605.9%
-269.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.1% |
| 7D | +1.6% | +10.5% | -8.9% | +0.1% |
| 30D | +9.1% | -8.0% | +17.1% | +9.2% |
| 3M | +28.2% | +6.7% | +21.4% | +24.2% |
| 6M | +119.5% | -17.0% | +136.6% | +118.0% |
| YTD | +55.2% | +39.7% | +15.5% | +40.4% |
| 1Y | +58.6% | +43.2% | +15.4% | +42.5% |
| 3Y | +21.3% | +676.3% | -655.1% | -21.9% |
| 5Y | +276.2% | +891.0% | -614.8% | +114.8% |
| All | +336.5% | +605.9% | -269.5% | +146.8% |
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