+504.2%
ELV vs SFM
+48.8%
+455.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | +1.0% | +6.0% | -5.1% | +0.3% |
| 30D | +0.4% | -19.5% | +19.8% | +2.3% |
| 3M | +8.4% | -37.0% | +45.4% | +13.5% |
| 6M | +8.4% | -41.0% | +49.4% | +14.2% |
| YTD | +24.4% | -34.6% | +59.0% | +28.9% |
| 1Y | +33.5% | -36.3% | +69.8% | +38.6% |
| 3Y | -2.1% | +24.5% | -26.6% | -9.2% |
| 5Y | +5.8% | +115.9% | -110.1% | -10.9% |
| 10Y | +268.9% | +139.5% | +129.4% | +194.2% |
| All | +504.2% | +48.8% | +455.4% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling