+568.6%
SE vs ELF
+386.5%
+182.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.3% |
| 7D | -3.6% | -6.8% | +3.1% | -2.3% |
| 30D | -5.3% | +5.1% | -10.4% | -6.4% |
| 3M | +28.1% | +79.8% | -51.7% | +13.4% |
| 6M | +20.7% | +29.7% | -9.1% | +13.1% |
| YTD | -14.8% | +31.6% | -46.4% | -21.0% |
| 1Y | -43.6% | -27.9% | -15.7% | -42.4% |
| 3Y | +184.2% | -26.4% | +210.6% | +163.1% |
| 5Y | -66.3% | +235.6% | -301.9% | -79.3% |
| All | +568.6% | +386.5% | +182.0% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling