+272.1%
ELV vs SMTC
+548.2%
-276.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.3% |
| 7D | +2.8% | +13.1% | -10.3% | +1.7% |
| 30D | +4.9% | +19.5% | -14.6% | +3.0% |
| 3M | +4.9% | +2.2% | +2.7% | +3.7% |
| 6M | +45.1% | +94.9% | -49.8% | +33.7% |
| YTD | +20.7% | +127.0% | -106.3% | +9.2% |
| 1Y | +35.0% | +174.6% | -139.5% | +19.4% |
| 3Y | -2.4% | +615.9% | -618.4% | -31.2% |
| 5Y | +25.5% | +125.6% | -100.1% | +7.6% |
| All | +272.1% | +548.2% | -276.1% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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