+2,566.8%
ELV vs SM
+255.7%
+2,311.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.6% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +1.8% | -17.3% | +19.1% | +3.3% |
| 3M | +10.5% | -3.6% | +14.1% | +10.3% |
| 6M | +13.5% | +2.9% | +10.6% | +12.0% |
| YTD | +24.3% | +70.2% | -45.9% | +16.2% |
| 1Y | +38.9% | +66.5% | -27.6% | +29.9% |
| 3Y | -1.5% | -8.2% | +6.7% | -4.5% |
| 5Y | +7.3% | -1.5% | +8.8% | +0.1% |
| 10Y | +268.7% | +11.9% | +256.8% | +166.9% |
| All | +2,566.8% | +255.7% | +2,311.1% | +1,202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling