+39.9%
ELV vs SM
+70.4%
-30.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.3% | +20.2% | +4.4% |
| 7D | +4.8% | -21.5% | +26.3% | +4.2% |
| 30D | +10.1% | -11.4% | +21.4% | +9.6% |
| 3M | +15.4% | +0.6% | +14.7% | +15.2% |
| 6M | +17.7% | +0.2% | +17.5% | +17.4% |
| YTD | +25.7% | +69.7% | -44.0% | +26.7% |
| 1Y | +39.9% | +71.6% | -31.7% | +41.6% |
| All | +39.9% | +70.4% | -30.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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