+221.5%
ELV vs SPMO
+575.0%
-353.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -2.2% | +2.7% | -4.9% | -3.6% |
| 30D | -0.2% | +1.1% | -1.3% | -1.0% |
| 3M | -6.1% | +2.0% | -8.2% | -8.5% |
| 6M | +42.8% | +26.5% | +16.3% | +21.1% |
| YTD | +14.4% | +26.5% | -12.1% | -3.3% |
| 1Y | +28.6% | +27.9% | +0.7% | +7.7% |
| 3Y | -7.4% | +160.4% | -167.8% | -55.4% |
| 5Y | +14.5% | +151.5% | -137.0% | -43.8% |
| 10Y | +257.4% | +526.3% | -268.9% | +5.3% |
| All | +221.5% | +575.0% | -353.5% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling