-6.2%
ELV vs SAN
+356.8%
-363.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.3% | +3.3% | -3.6% | -0.6% |
| 30D | +2.0% | +1.1% | +0.9% | +1.9% |
| 3M | -3.5% | +22.2% | -25.7% | -5.4% |
| 6M | +40.2% | +36.0% | +4.2% | +35.6% |
| YTD | +15.8% | +28.2% | -12.4% | +12.4% |
| 1Y | +33.2% | +54.1% | -21.0% | +26.9% |
| 3Y | -6.2% | +354.2% | -360.5% | -21.0% |
| All | -6.2% | +356.8% | -363.0% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling