+130.2%
SRE vs ELF
+332.6%
-202.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.4% |
| 7D | +1.8% | +1.6% | +0.2% | +1.6% |
| 30D | -3.0% | +9.1% | -12.1% | -3.7% |
| 3M | -7.3% | +28.2% | -35.4% | -9.3% |
| 6M | -11.9% | +119.5% | -131.4% | -17.9% |
| YTD | -7.9% | +55.2% | -63.0% | -12.2% |
| 1Y | -11.1% | +58.6% | -69.7% | -15.5% |
| 3Y | +24.8% | +21.3% | +3.5% | +13.5% |
| 5Y | +52.4% | +276.2% | -223.8% | +15.8% |
| All | +130.2% | +332.6% | -202.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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