+270.3%
ELF vs SEI
+647.2%
-376.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -4.9% |
| 7D | -6.8% | +28.2% | -35.0% | -10.5% |
| 30D | +5.1% | +15.5% | -10.4% | +2.2% |
| 3M | +79.8% | -1.4% | +81.1% | +77.1% |
| 6M | +29.7% | +37.4% | -7.7% | +20.4% |
| YTD | +31.6% | +47.8% | -16.2% | +20.0% |
| 1Y | -27.9% | +174.3% | -202.2% | -40.9% |
| 3Y | -26.4% | +598.5% | -624.9% | -51.0% |
| 5Y | +235.6% | +1,026.2% | -790.6% | +89.5% |
| All | +270.3% | +647.2% | -376.9% | +111.0% |
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