-64.9%
SE vs ELV
+16.2%
-81.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.1% | +2.0% | -2.1% | -0.4% |
| 3M | +34.1% | -3.5% | +37.6% | +34.3% |
| 6M | +23.2% | +40.2% | -17.0% | +18.4% |
| YTD | -11.2% | +15.8% | -27.0% | -13.3% |
| 1Y | -40.5% | +33.2% | -73.7% | -42.7% |
| 3Y | +196.3% | -6.2% | +202.5% | +194.2% |
| All | -64.9% | +16.2% | -81.1% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling