+2,419.4%
ELV vs SAN
+628.7%
+1,790.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +3.3% | +1.8% | +1.5% | +2.8% |
| 30D | +4.2% | +2.0% | +2.2% | +3.6% |
| 3M | -0.1% | +19.7% | -19.8% | -5.0% |
| 6M | +41.3% | +30.6% | +10.6% | +30.4% |
| YTD | +17.4% | +28.8% | -11.4% | +8.3% |
| 1Y | +35.1% | +57.8% | -22.7% | +17.7% |
| 3Y | -3.2% | +338.1% | -341.4% | -37.9% |
| 5Y | +15.6% | +384.2% | -368.6% | -30.6% |
| 10Y | +276.8% | +353.1% | -76.4% | +116.6% |
| All | +2,419.4% | +628.7% | +1,790.7% | +979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling