+2,568.1%
ELV vs SM
+273.6%
+2,294.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | +9.4% | -8.4% | +0.1% |
| 30D | +0.4% | -14.4% | +14.7% | +1.6% |
| 3M | +8.4% | +1.6% | +6.8% | +7.7% |
| 6M | +8.4% | +6.3% | +2.1% | +6.7% |
| YTD | +24.4% | +78.8% | -54.4% | +15.7% |
| 1Y | +33.5% | +83.1% | -49.6% | +23.7% |
| 3Y | -2.1% | -5.9% | +3.8% | -5.3% |
| 5Y | +5.8% | +4.8% | +1.0% | -1.9% |
| 10Y | +268.9% | +17.5% | +251.4% | +165.8% |
| All | +2,568.1% | +273.6% | +2,294.5% | +1,196.6% |
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 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