-6.2%
ELV vs STT
+203.8%
-210.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.6% |
| 30D | +2.0% | +3.9% | -1.9% | +1.3% |
| 3M | -3.5% | +19.2% | -22.7% | -6.2% |
| 6M | +40.2% | +60.4% | -20.2% | +30.3% |
| YTD | +15.8% | +51.5% | -35.6% | +8.5% |
| 1Y | +33.2% | +76.3% | -43.1% | +22.8% |
| 3Y | -6.2% | +200.7% | -207.0% | -23.4% |
| All | -6.2% | +203.8% | -210.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling