+14.5%
ELV vs STT
+158.4%
-143.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | -0.2% | +2.8% | -3.0% | -0.8% |
| 3M | -6.1% | +18.1% | -24.2% | -9.3% |
| 6M | +42.8% | +59.2% | -16.4% | +30.0% |
| YTD | +14.4% | +51.5% | -37.1% | +5.1% |
| 1Y | +28.6% | +75.7% | -47.1% | +14.8% |
| 3Y | -7.4% | +200.8% | -208.2% | -27.4% |
| 5Y | +14.5% | +155.8% | -141.3% | -12.1% |
| All | +14.5% | +158.4% | -143.9% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling