-9.2%
ELV vs SN
+490.7%
-499.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.8% |
| 7D | +3.3% | -9.3% | +12.6% | +3.2% |
| 30D | +4.2% | -4.8% | +8.9% | +4.1% |
| 3M | -0.1% | +40.4% | -40.5% | +0.1% |
| 6M | +41.3% | +50.9% | -9.7% | +41.5% |
| YTD | +17.4% | +54.9% | -37.5% | +17.7% |
| 1Y | +35.1% | +43.0% | -8.0% | +35.2% |
| 3Y | -3.2% | +391.8% | -395.1% | -8.1% |
| All | -9.2% | +490.7% | -499.9% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling