+2,385.0%
ELV vs SBAC
+2,128.3%
+256.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +2.0% | +3.2% | -1.3% | +1.6% |
| 3M | -3.5% | -5.1% | +1.6% | -3.1% |
| 6M | +40.2% | -2.1% | +42.3% | +39.9% |
| YTD | +15.8% | -0.5% | +16.3% | +15.3% |
| 1Y | +33.2% | +1.1% | +32.0% | +32.3% |
| 3Y | -6.2% | -7.4% | +1.2% | -6.5% |
| 5Y | +16.4% | -44.3% | +60.8% | +21.9% |
| 10Y | +259.8% | +77.6% | +182.2% | +238.7% |
| All | +2,385.0% | +2,128.3% | +256.7% | +1,835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling