+31.4%
ELV vs SAN
+49.8%
-18.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.1% |
| 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% | -7.7% |
| 6M | +42.8% | +32.7% | +10.1% | +37.9% |
| YTD | +14.4% | +26.7% | -12.3% | +9.8% |
| All | +31.4% | +49.8% | -18.4% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling