-24.4%
ELF vs SEI
+139.3%
-163.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +16.3% | -21.2% | -6.7% |
| 7D | -1.2% | +28.8% | -30.0% | -4.3% |
| 30D | +5.9% | +10.4% | -4.4% | +4.3% |
| 3M | +99.5% | -11.4% | +110.9% | +99.8% |
| 6M | +26.5% | +31.2% | -4.7% | +17.1% |
| YTD | +37.2% | +39.7% | -2.5% | +23.9% |
| 1Y | -24.4% | +149.0% | -173.4% | -32.1% |
| All | -24.4% | +139.3% | -163.7% | -32.1% |
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 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