+2,353.8%
ELV vs SPYG
+1,209.2%
+1,144.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -0.2% | -1.7% | +1.5% | +0.9% |
| 3M | -6.1% | +3.6% | -9.8% | -8.7% |
| 6M | +42.8% | +16.6% | +26.2% | +27.9% |
| YTD | +14.4% | +13.4% | +1.0% | +4.0% |
| 1Y | +28.6% | +19.6% | +9.0% | +12.5% |
| 3Y | -7.4% | +99.8% | -107.2% | -45.9% |
| 5Y | +14.5% | +85.0% | -70.5% | -31.7% |
| 10Y | +257.4% | +422.1% | -164.7% | -2.5% |
| All | +2,353.8% | +1,209.2% | +1,144.6% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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