+943.1%
ELV vs STLA
+150.0%
+793.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.0% | -13.8% | +14.7% | +3.1% |
| 30D | +0.4% | -10.5% | +10.9% | +1.7% |
| 3M | +8.4% | -28.9% | +37.2% | +13.2% |
| 6M | +8.4% | -49.7% | +58.2% | +18.8% |
| YTD | +24.4% | -64.9% | +89.3% | +42.4% |
| 1Y | +33.5% | -64.0% | +97.5% | +52.0% |
| 3Y | -2.1% | -77.4% | +75.3% | +16.7% |
| 5Y | +5.8% | -74.4% | +80.2% | +20.9% |
| 10Y | +268.9% | -6.4% | +275.3% | +239.7% |
| All | +943.1% | +150.0% | +793.1% | +803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling