+22.2%
ELV vs SPMO
+149.5%
-127.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.2% | -0.9% | +4.1% | +3.4% |
| 30D | +5.4% | -1.9% | +7.3% | +5.8% |
| 3M | +5.4% | -1.4% | +6.7% | +4.9% |
| 6M | +45.7% | +25.5% | +20.2% | +32.4% |
| YTD | +21.2% | +24.8% | -3.6% | +10.2% |
| 1Y | +35.6% | +24.5% | +11.1% | +23.3% |
| 3Y | -2.0% | +157.1% | -159.1% | -42.9% |
| All | +22.2% | +149.5% | -127.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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