+108.0%
SRE vs ELF
+357.0%
-248.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -0.3% | +5.4% | -5.7% | -0.8% |
| 30D | -0.7% | +27.0% | -27.7% | -2.8% |
| 3M | -6.3% | +113.2% | -119.5% | -12.3% |
| 6M | -10.7% | +36.6% | -47.2% | -13.5% |
| YTD | -3.5% | +44.2% | -47.7% | -7.3% |
| 1Y | +5.3% | -18.0% | +23.3% | +5.1% |
| 3Y | +31.8% | -19.9% | +51.7% | +25.3% |
| 5Y | +47.4% | +257.7% | -210.3% | +12.5% |
| All | +108.0% | +357.0% | -248.9% | +40.2% |
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