+50.1%
SRE vs ELV
+13.8%
+36.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.4% |
| 7D | +1.5% | -2.2% | +3.7% | +1.7% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | -5.8% | -6.1% | +0.3% | -5.2% |
| 6M | -7.8% | +42.8% | -50.6% | -12.5% |
| YTD | -2.4% | +14.4% | -16.7% | -4.8% |
| 1Y | +8.9% | +28.6% | -19.7% | +4.2% |
| 3Y | +31.1% | -7.4% | +38.5% | +31.3% |
| All | +50.1% | +13.8% | +36.3% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling