-7.5%
ELV vs SGI
+55.1%
-62.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -1.1% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | -0.2% | +5.5% | -5.7% | -0.5% |
| 3M | -6.1% | -3.6% | -2.5% | -6.1% |
| 6M | +42.8% | -15.0% | +57.9% | +44.0% |
| YTD | +14.4% | -23.0% | +37.4% | +16.4% |
| 1Y | +28.6% | -18.4% | +47.0% | +30.2% |
| All | -7.5% | +55.1% | -62.6% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling