-46.2%
SE vs ELV
+34.6%
-80.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.5% | +1.0% | -1.4% | -0.7% |
| 30D | -20.9% | +0.4% | -21.3% | -21.1% |
| 3M | -38.9% | +8.4% | -47.3% | -40.0% |
| 6M | -19.4% | +8.4% | -27.8% | -21.5% |
| YTD | -40.9% | +24.4% | -65.3% | -46.5% |
| 1Y | -46.2% | +33.5% | -79.7% | -53.2% |
| All | -46.2% | +34.6% | -80.8% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling