+60.7%
SE vs ELV
-1.5%
+62.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.7% |
| 7D | -7.7% | -1.1% | -6.6% | -7.7% |
| 30D | -22.8% | +1.8% | -24.6% | -22.9% |
| 3M | -43.7% | +10.5% | -54.2% | -44.0% |
| 6M | -12.8% | +13.5% | -26.3% | -13.5% |
| YTD | -42.0% | +24.3% | -66.3% | -42.8% |
| 1Y | -48.0% | +38.9% | -87.0% | -48.6% |
| All | +60.7% | -1.5% | +62.3% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling