+35.0%
ELV vs SGI
-21.0%
+56.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.6% |
| 7D | +2.8% | -4.5% | +7.2% | +2.9% |
| 30D | +4.9% | +4.2% | +0.7% | +4.8% |
| 3M | +4.9% | -7.4% | +12.3% | +4.9% |
| 6M | +45.1% | -15.1% | +60.1% | +46.3% |
| YTD | +20.7% | -24.7% | +45.4% | +23.9% |
| 1Y | +35.0% | -21.8% | +56.8% | +40.1% |
| All | +35.0% | -21.0% | +56.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling