+49.0%
ELV vs SITM
+4,437.5%
-4,388.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | -2.2% | +3.7% | -5.9% | -2.4% |
| 30D | -0.2% | -14.5% | +14.3% | +0.3% |
| 3M | -6.1% | -10.6% | +4.5% | -6.2% |
| 6M | +42.8% | +65.5% | -22.7% | +38.1% |
| YTD | +14.4% | +67.0% | -52.6% | +10.1% |
| 1Y | +28.6% | +138.6% | -110.0% | +21.1% |
| 3Y | -7.4% | +421.8% | -429.2% | -19.8% |
| 5Y | +14.5% | +172.4% | -158.0% | -1.2% |
| All | +49.0% | +4,437.5% | -4,388.5% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling