-6.2%
ELV vs SM
-2.8%
-3.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +2.0% | +31.5% | -29.6% | +1.6% |
| 3M | -3.5% | +17.3% | -20.8% | -3.8% |
| 6M | +40.2% | +48.5% | -8.3% | +39.1% |
| YTD | +15.8% | +106.3% | -90.4% | +14.3% |
| 1Y | +33.2% | +47.3% | -14.1% | +32.1% |
| 3Y | -6.2% | -1.4% | -4.8% | -6.0% |
| All | -6.2% | -2.8% | -3.5% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling