-6.2%
ELV vs SPG
+112.2%
-118.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.0% | -4.9% | +6.9% | +2.8% |
| 3M | -3.5% | +3.3% | -6.8% | -4.2% |
| 6M | +40.2% | +11.2% | +29.0% | +37.3% |
| YTD | +15.8% | +17.1% | -1.2% | +12.5% |
| 1Y | +33.2% | +21.6% | +11.6% | +28.5% |
| 3Y | -6.2% | +111.9% | -118.1% | -17.2% |
| All | -6.2% | +112.2% | -118.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling