-2.9%
ELV vs SN
+428.0%
-430.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -1.7% |
| 7D | +1.1% | +7.6% | -6.5% | +1.2% |
| 30D | +1.3% | +24.1% | -22.7% | +1.7% |
| 3M | +6.6% | +23.7% | -17.1% | +6.9% |
| 6M | +11.6% | +105.5% | -94.0% | +13.0% |
| YTD | +21.1% | +105.1% | -84.0% | +22.7% |
| 1Y | +34.2% | +148.3% | -114.0% | +37.0% |
| 3Y | -2.9% | +438.7% | -441.6% | -9.0% |
| All | -2.9% | +428.0% | -430.9% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling