+1,292.5%
ELV vs SGI
+2,083.6%
-791.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +3.3% | +8.5% | -5.2% | +2.1% |
| 30D | +4.2% | +0.7% | +3.5% | +3.9% |
| 3M | -0.1% | +0.6% | -0.7% | -0.6% |
| 6M | +41.3% | -17.9% | +59.2% | +44.1% |
| YTD | +17.4% | -21.2% | +38.6% | +20.4% |
| 1Y | +35.1% | -18.9% | +53.9% | +37.5% |
| 3Y | -3.2% | +52.6% | -55.9% | -11.8% |
| 5Y | +15.6% | +60.7% | -45.1% | +1.7% |
| 10Y | +276.8% | +278.1% | -1.3% | +167.7% |
| All | +1,292.5% | +2,083.6% | -791.1% | +507.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling