+255.8%
ELV vs SM
+18.0%
+237.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | +9.4% | -8.4% | +0.3% |
| 30D | +0.4% | -14.4% | +14.7% | +1.2% |
| 3M | +8.4% | +1.6% | +6.8% | +7.9% |
| 6M | +8.4% | +6.3% | +2.1% | +7.2% |
| YTD | +24.4% | +78.8% | -54.4% | +18.1% |
| 1Y | +33.5% | +83.1% | -49.6% | +26.4% |
| 3Y | -2.1% | -5.9% | +3.8% | -4.3% |
| 5Y | +5.8% | +4.8% | +1.0% | +0.3% |
| All | +255.8% | +18.0% | +237.8% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling