+273.7%
ELV vs SPG
+64.5%
+209.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -1.2% | +4.4% | +3.5% |
| 30D | +5.4% | -6.1% | +11.5% | +6.9% |
| 3M | +5.4% | -3.6% | +9.0% | +6.1% |
| 6M | +45.7% | +10.4% | +35.3% | +42.1% |
| YTD | +21.2% | +14.4% | +6.8% | +17.1% |
| 1Y | +35.6% | +16.5% | +19.1% | +30.4% |
| 3Y | -2.0% | +106.8% | -108.8% | -18.7% |
| 5Y | +26.0% | +108.9% | -82.9% | +2.5% |
| All | +273.7% | +64.5% | +209.3% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling