+329.7%
ELF vs SEI
+539.1%
-209.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.3% | -8.6% | +3.7% |
| 7D | +4.0% | -18.3% | +22.3% | +6.4% |
| 30D | +10.6% | -24.4% | +35.0% | +13.7% |
| 3M | +25.8% | +1.5% | +24.3% | +22.7% |
| 6M | +89.1% | -25.1% | +114.2% | +90.4% |
| YTD | +52.7% | +26.4% | +26.3% | +40.2% |
| 1Y | +51.7% | +8.9% | +42.8% | +42.0% |
| 3Y | +14.2% | +586.7% | -572.4% | -25.1% |
| 5Y | +270.7% | +717.9% | -447.2% | +119.0% |
| All | +329.7% | +539.1% | -209.4% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling