-3.9%
ELV vs SN
+671.3%
-675.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | 0.0% |
| 7D | +1.0% | +1.5% | -0.6% | +1.0% |
| 30D | +0.4% | +21.5% | -21.1% | +0.5% |
| 3M | +8.4% | +20.0% | -11.7% | +8.5% |
| 6M | +8.4% | +119.9% | -111.5% | +8.9% |
| YTD | +24.4% | +102.3% | -77.9% | +24.9% |
| 1Y | +33.5% | +148.0% | -114.5% | +34.4% |
| 3Y | -2.1% | +450.0% | -452.1% | -6.1% |
| All | -3.9% | +671.3% | -675.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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