+5.8%
ELV vs SBAC
-40.9%
+46.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.5% | -2.7% | +2.2% | +0.1% |
| 30D | +1.1% | +3.3% | -2.2% | +0.4% |
| 3M | +8.2% | +3.3% | +4.9% | +7.3% |
| 6M | +10.2% | -10.9% | +21.2% | +12.3% |
| YTD | +24.4% | -1.0% | +25.4% | +23.4% |
| 1Y | +33.8% | -4.5% | +38.3% | +33.7% |
| 3Y | -1.4% | -8.7% | +7.4% | -1.5% |
| 5Y | +5.8% | -40.6% | +46.4% | +19.4% |
| All | +5.8% | -40.9% | +46.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling