+7.3%
ELV vs STT
+109.1%
-101.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +1.8% | -0.4% | +2.2% | +1.8% |
| 3M | +10.5% | -6.5% | +17.0% | +11.7% |
| 6M | +13.5% | +17.2% | -3.7% | +9.8% |
| YTD | +24.3% | +38.2% | -13.9% | +16.5% |
| 1Y | +38.9% | +49.3% | -10.3% | +28.4% |
| 3Y | -1.5% | +181.9% | -183.4% | -20.9% |
| 5Y | +7.3% | +106.9% | -99.6% | -11.7% |
| All | +7.3% | +109.1% | -101.8% | -11.7% |
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