+106.3%
SRE vs ELF
+303.8%
-197.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -0.8% | -11.6% | +10.8% | +0.1% |
| 30D | -3.0% | +4.6% | -7.6% | -3.5% |
| 3M | -8.3% | +59.7% | -68.0% | -12.1% |
| 6M | -8.9% | +21.2% | -30.1% | -11.0% |
| YTD | -4.3% | +27.4% | -31.7% | -7.2% |
| 1Y | +2.7% | -29.8% | +32.5% | +3.9% |
| 3Y | +28.7% | -28.5% | +57.1% | +23.3% |
| 5Y | +47.1% | +220.0% | -172.9% | +13.2% |
| All | +106.3% | +303.8% | -197.5% | +40.4% |
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