+18.9%
ELV vs SPXU
-85.8%
+104.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.1% |
| 7D | -2.2% | +1.3% | -3.5% | -2.0% |
| 30D | -0.2% | +5.1% | -5.3% | +0.6% |
| 3M | -6.1% | -9.1% | +3.0% | -7.2% |
| 6M | +42.8% | -29.6% | +72.4% | +36.4% |
| YTD | +14.4% | -27.7% | +42.1% | +9.9% |
| 1Y | +28.6% | -37.0% | +65.6% | +21.5% |
| 3Y | -7.4% | -80.2% | +72.8% | -25.2% |
| All | +18.9% | -85.8% | +104.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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