-2.9%
ELV vs SFM
+80.7%
-83.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +5.0% |
| 7D | +0.4% | -8.8% | +9.2% | +1.1% |
| 30D | +6.7% | -14.5% | +21.2% | +7.9% |
| 3M | +3.0% | -16.8% | +19.8% | +4.2% |
| 6M | +48.0% | -5.3% | +53.3% | +48.2% |
| YTD | +20.0% | -9.4% | +29.4% | +20.5% |
| 1Y | +37.9% | -46.2% | +84.1% | +43.0% |
| All | -2.9% | +80.7% | -83.6% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling