+35.6%
ELV vs SITM
+155.7%
-120.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.6% |
| 7D | +3.2% | +3.9% | -0.7% | +3.3% |
| 30D | +5.4% | -6.6% | +12.0% | +5.2% |
| 3M | +5.4% | -11.9% | +17.2% | +5.0% |
| 6M | +45.7% | +81.1% | -35.4% | +46.8% |
| YTD | +21.2% | +80.0% | -58.8% | +22.3% |
| 1Y | +35.6% | +145.8% | -110.2% | +36.2% |
| All | +35.6% | +155.7% | -120.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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