+252.7%
ELV vs SPY
+321.4%
-68.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -0.2% | -1.4% | +1.2% | +0.9% |
| 3M | -6.1% | +3.7% | -9.8% | -9.0% |
| 6M | +42.8% | +13.0% | +29.8% | +29.0% |
| YTD | +14.4% | +12.4% | +2.0% | +3.6% |
| 1Y | +28.6% | +18.5% | +10.1% | +11.4% |
| 3Y | -7.4% | +77.6% | -85.0% | -45.4% |
| 5Y | +14.5% | +81.7% | -67.2% | -35.3% |
| All | +252.7% | +321.4% | -68.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling