+271.8%
ELV vs SFM
+268.6%
+3.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.6% |
| 7D | +0.9% | -8.8% | +9.6% | +1.9% |
| 30D | +7.2% | -14.5% | +21.6% | +9.1% |
| 3M | +3.4% | -16.8% | +20.2% | +5.5% |
| 6M | +48.6% | -5.3% | +53.9% | +48.6% |
| YTD | +20.6% | -9.4% | +29.9% | +21.1% |
| 1Y | +38.5% | -46.2% | +84.7% | +47.6% |
| 3Y | -2.4% | +81.3% | -83.7% | -13.9% |
| 5Y | +25.3% | +211.9% | -186.5% | -0.8% |
| All | +271.8% | +268.6% | +3.2% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling