+2,419.4%
ELV vs SPY
+1,022.6%
+1,396.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +4.2% | +0.1% | +4.1% | +4.1% |
| 3M | -0.1% | +2.0% | -2.1% | -1.9% |
| 6M | +41.3% | +13.0% | +28.2% | +27.7% |
| YTD | +17.4% | +13.5% | +3.9% | +5.7% |
| 1Y | +35.1% | +20.0% | +15.1% | +16.3% |
| 3Y | -3.2% | +77.2% | -80.4% | -40.9% |
| 5Y | +15.6% | +81.9% | -66.3% | -32.3% |
| 10Y | +276.8% | +314.1% | -37.3% | +14.5% |
| All | +2,419.4% | +1,022.6% | +1,396.8% | +229.0% |
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