+24.8%
ELV vs SPY
+79.8%
-55.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | +0.4% | -2.0% | +2.4% | +1.3% |
| 30D | +6.7% | -1.7% | +8.4% | +7.4% |
| 3M | +3.0% | +4.7% | -1.8% | +0.8% |
| 6M | +48.0% | +12.5% | +35.4% | +40.3% |
| YTD | +20.0% | +11.7% | +8.3% | +14.1% |
| 1Y | +37.9% | +17.5% | +20.4% | +28.2% |
| 3Y | -2.8% | +76.6% | -79.4% | -27.4% |
| 5Y | +24.8% | +82.0% | -57.2% | -9.3% |
| All | +24.8% | +79.8% | -55.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling