+39.9%
ELV vs SBAC
+2.4%
+37.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +4.1% |
| 7D | +4.8% | +5.8% | -1.0% | +4.0% |
| 30D | +10.1% | +20.8% | -10.7% | +7.5% |
| 3M | +15.4% | +4.8% | +10.6% | +14.1% |
| 6M | +17.7% | -9.1% | +26.9% | +18.1% |
| YTD | +25.7% | +3.1% | +22.6% | +26.5% |
| 1Y | +39.9% | +2.2% | +37.7% | +40.2% |
| All | +39.9% | +2.4% | +37.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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