+95.3%
SRE vs ELF
+393.6%
-298.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -5.6% | +4.3% | -9.9% | -6.0% |
| 30D | -4.5% | +7.7% | -12.2% | -5.1% |
| 3M | -7.7% | +24.7% | -32.4% | -9.5% |
| 6M | -14.4% | +114.6% | -129.1% | -20.1% |
| YTD | -9.4% | +55.8% | -65.2% | -13.6% |
| 1Y | -13.8% | +51.9% | -65.8% | -17.8% |
| 3Y | +22.2% | +24.6% | -2.4% | +10.9% |
| 5Y | +50.5% | +279.2% | -228.7% | +14.5% |
| 10Y | +124.1% | +338.7% | -214.6% | +50.3% |
| All | +95.3% | +393.6% | -298.3% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling