+7.3%
ELV vs STLA
-72.6%
+79.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.3% |
| 7D | -1.1% | -11.6% | +10.5% | +0.1% |
| 30D | +1.8% | -6.2% | +7.9% | +2.2% |
| 3M | +10.5% | -24.6% | +35.1% | +13.2% |
| 6M | +13.5% | -44.9% | +58.4% | +20.0% |
| YTD | +24.3% | -62.3% | +86.6% | +36.3% |
| 1Y | +38.9% | -61.8% | +100.7% | +51.8% |
| 3Y | -1.5% | -75.3% | +73.9% | +10.9% |
| 5Y | +7.3% | -72.5% | +79.8% | +15.0% |
| All | +7.3% | -72.6% | +79.8% | +15.0% |
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