+2,569.4%
ELV vs STT
+525.0%
+2,044.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.5% | +5.1% | -5.6% | -1.9% |
| 30D | +1.1% | -0.2% | +1.3% | +1.0% |
| 3M | +8.2% | -8.1% | +16.3% | +10.5% |
| 6M | +10.2% | +16.6% | -6.4% | +5.2% |
| YTD | +24.4% | +37.8% | -13.4% | +13.2% |
| 1Y | +33.8% | +46.8% | -13.0% | +19.6% |
| 3Y | -1.4% | +181.2% | -182.5% | -27.8% |
| 5Y | +5.8% | +105.1% | -99.3% | -18.0% |
| 10Y | +269.1% | +202.3% | +66.8% | +145.5% |
| All | +2,569.4% | +525.0% | +2,044.4% | +974.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling