+14.5%
ELV vs SPG
+104.0%
-89.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.7% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | -0.2% | -6.3% | +6.1% | +1.1% |
| 3M | -6.1% | -2.4% | -3.7% | -5.8% |
| 6M | +42.8% | +9.6% | +33.2% | +39.6% |
| YTD | +14.4% | +14.2% | +0.2% | +10.8% |
| 1Y | +28.6% | +19.3% | +9.3% | +23.4% |
| 3Y | -7.4% | +106.7% | -114.1% | -22.7% |
| 5Y | +14.5% | +104.2% | -89.7% | -10.9% |
| All | +14.5% | +104.0% | -89.6% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling