+22.7%
SRE vs ELF
+24.7%
-2.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -5.6% | +4.3% | -9.9% | -5.7% |
| 30D | -4.5% | +7.7% | -12.2% | -4.6% |
| 3M | -7.7% | +24.7% | -32.4% | -8.2% |
| 6M | -14.4% | +114.6% | -129.1% | -16.2% |
| YTD | -9.4% | +55.8% | -65.2% | -10.7% |
| 1Y | -13.8% | +51.9% | -65.8% | -15.0% |
| All | +22.7% | +24.7% | -2.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling