+568.6%
SE vs ELV
+130.4%
+438.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -5.3% | -0.2% | -5.1% | -5.4% |
| 3M | +28.1% | -6.1% | +34.2% | +29.5% |
| 6M | +20.7% | +42.8% | -22.2% | +10.6% |
| YTD | -14.8% | +14.4% | -29.2% | -18.3% |
| 1Y | -43.6% | +28.6% | -72.2% | -47.5% |
| 3Y | +184.2% | -7.4% | +191.6% | +179.4% |
| 5Y | -66.3% | +14.5% | -80.8% | -69.5% |
| All | +568.6% | +130.4% | +438.1% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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