-10.5%
ELV vs SN
+496.6%
-507.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.0% | -5.6% | +7.6% | +1.9% |
| 3M | -3.5% | +48.1% | -51.5% | -3.3% |
| 6M | +40.2% | +57.6% | -17.4% | +40.4% |
| YTD | +15.8% | +56.5% | -40.7% | +16.1% |
| 1Y | +33.2% | +52.6% | -19.4% | +33.4% |
| 3Y | -6.2% | +412.0% | -418.2% | -11.1% |
| All | -10.5% | +496.6% | -507.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling