+252.7%
ELV vs SAN
+348.5%
-95.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -0.2% | -0.1% | -0.1% | -0.2% |
| 3M | -6.1% | +19.6% | -25.7% | -10.4% |
| 6M | +42.8% | +32.7% | +10.1% | +32.1% |
| YTD | +14.4% | +26.7% | -12.3% | +6.5% |
| 1Y | +28.6% | +51.6% | -23.0% | +14.0% |
| 3Y | -7.4% | +348.7% | -356.2% | -40.7% |
| 5Y | +14.5% | +378.7% | -364.3% | -31.1% |
| All | +252.7% | +348.5% | -95.8% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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