+271.8%
ELV vs STLA
+51.6%
+220.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | +0.9% | -3.8% | +4.7% | +1.6% |
| 30D | +7.2% | -3.1% | +10.3% | +7.6% |
| 3M | +3.4% | -19.6% | +23.0% | +7.2% |
| 6M | +48.6% | -23.5% | +72.1% | +54.6% |
| YTD | +20.6% | -51.5% | +72.1% | +35.9% |
| 1Y | +38.5% | -39.7% | +78.1% | +48.3% |
| 3Y | -2.4% | -66.3% | +63.9% | +13.9% |
| 5Y | +25.3% | -63.1% | +88.5% | +38.5% |
| All | +271.8% | +51.6% | +220.2% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling