+2,419.4%
ELV vs SBAC
+2,137.2%
+282.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +4.2% | +6.9% | -2.8% | +3.4% |
| 3M | -0.1% | -8.2% | +8.2% | +0.7% |
| 6M | +41.3% | -1.6% | +42.9% | +40.9% |
| YTD | +17.4% | -0.1% | +17.6% | +16.9% |
| 1Y | +35.1% | -0.5% | +35.5% | +34.4% |
| 3Y | -3.2% | -9.1% | +5.8% | -3.3% |
| 5Y | +15.6% | -43.8% | +59.4% | +20.9% |
| 10Y | +276.8% | +80.5% | +196.2% | +254.2% |
| All | +2,419.4% | +2,137.2% | +282.2% | +1,861.2% |
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 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