+589.4%
SE vs ELF
+433.2%
+156.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | -6.1% | +5.4% | -11.4% | -7.1% |
| 30D | -2.5% | +27.0% | -29.4% | -7.2% |
| 3M | +21.7% | +113.2% | -91.5% | +4.2% |
| 6M | +27.0% | +36.6% | -9.6% | +17.9% |
| YTD | -12.1% | +44.2% | -56.4% | -19.9% |
| 1Y | -40.9% | -18.0% | -22.9% | -41.2% |
| 3Y | +191.0% | -19.9% | +210.9% | +165.1% |
| 5Y | -68.3% | +257.7% | -326.0% | -80.8% |
| All | +589.4% | +433.2% | +156.2% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling