+2,568.1%
ELV vs SMTC
+209.7%
+2,358.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +0.4% |
| 7D | +1.0% | +11.0% | -10.1% | -0.4% |
| 30D | +0.4% | -28.5% | +28.9% | +3.1% |
| 3M | +8.4% | -14.2% | +22.6% | +7.8% |
| 6M | +8.4% | -18.0% | +26.4% | +6.7% |
| YTD | +24.4% | +55.5% | -31.1% | +11.7% |
| 1Y | +33.5% | +69.5% | -36.0% | +18.4% |
| 3Y | -2.1% | +699.7% | -701.7% | -37.4% |
| 5Y | +5.8% | +27.4% | -21.6% | -12.2% |
| 10Y | +268.9% | +335.7% | -66.8% | +135.0% |
| All | +2,568.1% | +209.7% | +2,358.4% | +1,384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling