+2,568.1%
ELV vs SPY
+1,002.3%
+1,565.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | +1.0% | +2.6% | -1.6% | -1.1% |
| 30D | +0.4% | -2.0% | +2.4% | +1.7% |
| 3M | +8.4% | -2.8% | +11.2% | +10.4% |
| 6M | +8.4% | +2.1% | +6.3% | +5.9% |
| YTD | +24.4% | +11.5% | +12.9% | +13.2% |
| 1Y | +33.5% | +13.5% | +20.0% | +19.9% |
| 3Y | -2.1% | +77.7% | -79.8% | -40.5% |
| 5Y | +5.8% | +72.6% | -66.8% | -35.5% |
| 10Y | +268.9% | +308.2% | -39.3% | +12.9% |
| All | +2,568.1% | +1,002.3% | +1,565.8% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling