-1.9%
ELV vs SKDD
-64.7%
+62.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.4% | -2.9% | +5.6% |
| 7D | +2.8% | -16.1% | +18.9% | +2.2% |
| 30D | +4.9% | -41.7% | +46.6% | +2.9% |
| All | -1.9% | -64.7% | +62.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 3mo: compounded portfolio wealth divided by compounded SKDD 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…
3mo analysis · Full analysis span regression · Available span rolling