+2,419.4%
ELV vs SM
+316.0%
+2,103.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +4.2% | +26.3% | -22.2% | +1.7% |
| 3M | -0.1% | +8.7% | -8.7% | -1.3% |
| 6M | +41.3% | +51.7% | -10.4% | +34.5% |
| YTD | +17.4% | +99.0% | -81.6% | +8.6% |
| 1Y | +35.1% | +34.6% | +0.5% | +29.3% |
| 3Y | -3.2% | -7.8% | +4.5% | -5.9% |
| 5Y | +15.6% | +104.8% | -89.2% | +0.2% |
| 10Y | +276.8% | +7.2% | +269.5% | +176.1% |
| All | +2,419.4% | +316.0% | +2,103.4% | +1,117.0% |
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 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