+2,385.0%
ELV vs SPG
+2,392.4%
-7.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.0% | -4.9% | +6.9% | +3.2% |
| 3M | -3.5% | +3.3% | -6.8% | -4.4% |
| 6M | +40.2% | +11.2% | +29.0% | +36.2% |
| YTD | +15.8% | +17.1% | -1.2% | +11.1% |
| 1Y | +33.2% | +21.6% | +11.6% | +26.5% |
| 3Y | -6.2% | +111.9% | -118.1% | -23.4% |
| 5Y | +16.4% | +106.9% | -90.5% | -6.0% |
| 10Y | +259.8% | +62.2% | +197.5% | +181.4% |
| All | +2,385.0% | +2,392.4% | -7.4% | +595.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling