+365.7%
SE vs ELF
+464.6%
-98.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -1.0% |
| 7D | +2.0% | +4.0% | -2.0% | +1.2% |
| 30D | -20.0% | +10.6% | -30.6% | -21.6% |
| 3M | -31.8% | +25.8% | -57.6% | -35.0% |
| 6M | -15.9% | +89.1% | -104.9% | -26.5% |
| YTD | -40.6% | +52.7% | -93.4% | -46.6% |
| 1Y | -50.7% | +51.7% | -102.4% | -55.6% |
| 3Y | +70.3% | +14.2% | +56.1% | +43.0% |
| 5Y | -78.8% | +270.7% | -349.5% | -87.3% |
| All | +365.7% | +464.6% | -98.9% | +170.8% |
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