+2,568.1%
ELV vs SPG
+2,669.9%
-101.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.0% | +2.0% | -1.0% | +0.5% |
| 30D | +0.4% | +17.2% | -16.9% | -3.5% |
| 3M | +8.4% | +6.3% | +2.1% | +6.7% |
| 6M | +8.4% | +18.7% | -10.3% | +3.8% |
| YTD | +24.4% | +30.1% | -5.7% | +16.2% |
| 1Y | +33.5% | +32.8% | +0.7% | +24.2% |
| 3Y | -2.1% | +133.6% | -135.7% | -21.8% |
| 5Y | +5.8% | +84.4% | -78.6% | -11.9% |
| 10Y | +268.9% | +114.3% | +154.6% | +169.2% |
| All | +2,568.1% | +2,669.9% | -101.8% | +628.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling