+255.0%
ELF vs SEI
+770.7%
-515.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.7% |
| 7D | +5.4% | +10.2% | -4.9% | +4.2% |
| 30D | +27.0% | -1.0% | +28.0% | +26.9% |
| 3M | +113.2% | -27.9% | +141.1% | +118.7% |
| 6M | +36.6% | +10.4% | +26.2% | +32.8% |
| YTD | +44.2% | +20.1% | +24.1% | +38.3% |
| 1Y | -18.0% | +109.7% | -127.7% | -26.1% |
| 3Y | -19.9% | +458.6% | -478.6% | -32.5% |
| All | +255.0% | +770.7% | -515.6% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling