+33.5%
ELV vs SBAC
-2.9%
+36.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +1.0% | +0.6% | +0.3% | +0.9% |
| 30D | +0.4% | +5.5% | -5.1% | -0.4% |
| 3M | +8.4% | +3.1% | +5.3% | +7.5% |
| 6M | +8.4% | -7.0% | +15.4% | +8.7% |
| YTD | +24.4% | +0.5% | +23.9% | +26.3% |
| 1Y | +33.5% | +0.2% | +33.3% | +35.9% |
| All | +33.5% | -2.9% | +36.4% | +35.9% |
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