+24.8%
ELV vs STLA
-63.7%
+88.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +0.4% | -3.8% | +4.2% | +0.8% |
| 30D | +6.7% | -3.1% | +9.8% | +7.0% |
| 3M | +3.0% | -19.6% | +22.6% | +5.2% |
| 6M | +48.0% | -23.5% | +71.4% | +51.4% |
| YTD | +20.0% | -51.5% | +71.6% | +29.0% |
| 1Y | +37.9% | -39.7% | +77.5% | +43.7% |
| 3Y | -2.8% | -66.3% | +63.5% | +6.1% |
| 5Y | +24.8% | -63.1% | +88.0% | +30.4% |
| All | +24.8% | -63.7% | +88.5% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling