+118.2%
SRE vs ELV
+280.2%
-162.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.8% | +3.2% | -4.0% | -1.6% |
| 30D | -3.0% | +5.4% | -8.4% | -4.3% |
| 3M | -8.3% | +5.4% | -13.7% | -9.9% |
| 6M | -8.9% | +45.7% | -54.6% | -17.8% |
| YTD | -4.3% | +21.2% | -25.5% | -10.1% |
| 1Y | +2.7% | +35.6% | -32.9% | -6.6% |
| 3Y | +28.7% | -2.0% | +30.7% | +24.6% |
| 5Y | +47.1% | +26.0% | +21.1% | +28.5% |
| All | +118.2% | +280.2% | -162.0% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling