-48.8%
SE vs ELF
-3.2%
-45.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.5% | +4.2% |
| 7D | +6.7% | -1.5% | +8.2% | +6.9% |
| 30D | -17.2% | +9.5% | -26.7% | -18.4% |
| 3M | -28.0% | +29.4% | -57.4% | -31.2% |
| 6M | -6.1% | +83.7% | -89.8% | -15.4% |
| YTD | -37.1% | +49.4% | -86.6% | -42.3% |
| 1Y | -48.8% | -3.9% | -44.8% | -51.1% |
| All | -48.8% | -3.2% | -45.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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