-7.7%
SRE vs ELV
+42.6%
-50.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -3.1% |
| 7D | -2.1% | +4.8% | -6.9% | -2.3% |
| 30D | +6.1% | +10.1% | -4.0% | +5.6% |
| 3M | -3.5% | +15.4% | -18.9% | -4.1% |
| 6M | -10.8% | +17.7% | -28.5% | -11.6% |
| YTD | -4.0% | +25.7% | -29.6% | -6.1% |
| 1Y | -7.7% | +39.9% | -47.5% | -12.0% |
| All | -7.7% | +42.6% | -50.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling