+305.7%
ELF vs SEI
+507.3%
-201.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.6% |
| 7D | +5.4% | +10.2% | -4.9% | +3.8% |
| 30D | +27.0% | -1.0% | +28.0% | +26.9% |
| 3M | +113.2% | -27.9% | +141.1% | +120.8% |
| 6M | +36.6% | +10.4% | +26.2% | +31.4% |
| YTD | +44.2% | +20.1% | +24.1% | +36.1% |
| 1Y | -18.0% | +109.7% | -127.7% | -29.8% |
| 3Y | -19.9% | +458.6% | -478.6% | -44.7% |
| 5Y | +257.7% | +775.3% | -517.6% | +111.0% |
| All | +305.7% | +507.3% | -201.5% | +139.3% |
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 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