+48.6%
SRE vs ELF
+230.6%
-182.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | -0.4% |
| 7D | +1.5% | -6.8% | +8.2% | +1.7% |
| 30D | +0.8% | +5.1% | -4.3% | +0.6% |
| 3M | -5.8% | +79.8% | -85.6% | -8.0% |
| 6M | -7.8% | +29.7% | -37.5% | -8.9% |
| YTD | -2.4% | +31.6% | -34.0% | -3.8% |
| 1Y | +8.9% | -27.9% | +36.8% | +9.6% |
| 3Y | +31.1% | -26.4% | +57.5% | +25.9% |
| 5Y | +48.6% | +235.6% | -187.0% | +20.6% |
| All | +48.6% | +230.6% | -182.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling