-45.9%
SE vs ELV
+36.0%
-81.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -5.2% | +3.2% | -8.4% | -5.7% |
| 30D | -17.1% | +5.4% | -22.4% | -17.8% |
| 3M | +24.0% | +5.4% | +18.6% | +22.0% |
| 6M | +21.0% | +45.7% | -24.7% | +13.1% |
| YTD | -16.7% | +21.2% | -37.9% | -22.0% |
| 1Y | -45.9% | +35.6% | -81.6% | -48.7% |
| All | -45.9% | +36.0% | -81.9% | -48.7% |
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