+18.9%
ELV vs SMTC
+118.6%
-99.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -2.2% | +22.5% | -24.7% | -2.4% |
| 30D | -0.2% | +24.9% | -25.1% | -0.5% |
| 3M | -6.1% | +4.1% | -10.2% | -6.3% |
| 6M | +42.8% | +92.6% | -49.7% | +40.9% |
| YTD | +14.4% | +122.5% | -108.1% | +12.6% |
| 1Y | +28.6% | +166.2% | -137.6% | +26.2% |
| 3Y | -7.4% | +577.2% | -584.6% | -14.5% |
| All | +18.9% | +118.6% | -99.6% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling