+1,620.2%
SRE vs ELV
+2,409.5%
-789.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +1.9% | +2.0% | -0.1% | +1.4% |
| 3M | -3.3% | -3.5% | +0.2% | -2.9% |
| 6M | -6.4% | +40.2% | -46.6% | -14.6% |
| YTD | -1.8% | +15.8% | -17.7% | -6.7% |
| 1Y | +10.7% | +33.2% | -22.4% | +1.4% |
| 3Y | +31.8% | -6.2% | +38.0% | +28.7% |
| 5Y | +49.2% | +16.4% | +32.8% | +35.5% |
| 10Y | +118.5% | +259.8% | -141.2% | +44.3% |
| All | +1,620.2% | +2,409.5% | -789.4% | +648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling