-68.1%
SE vs ELF
+259.0%
-327.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | -6.1% | +5.4% | -11.4% | -7.4% |
| 30D | -2.5% | +27.0% | -29.4% | -8.4% |
| 3M | +21.7% | +113.2% | -91.5% | +0.2% |
| 6M | +27.0% | +36.6% | -9.6% | +15.7% |
| YTD | -12.1% | +44.2% | -56.4% | -21.9% |
| 1Y | -40.9% | -18.0% | -22.9% | -41.1% |
| 3Y | +191.0% | -19.9% | +210.9% | +144.8% |
| All | -68.1% | +259.0% | -327.1% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling