+2,419.4%
ELV vs STT
+595.3%
+1,824.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | +4.2% | +3.9% | +0.3% | +3.0% |
| 3M | -0.1% | +20.0% | -20.0% | -5.1% |
| 6M | +41.3% | +55.3% | -14.1% | +24.7% |
| YTD | +17.4% | +53.3% | -35.9% | +3.9% |
| 1Y | +35.1% | +74.7% | -39.6% | +15.1% |
| 3Y | -3.2% | +205.8% | -209.1% | -30.8% |
| 5Y | +15.6% | +145.0% | -129.4% | -14.7% |
| 10Y | +276.8% | +266.0% | +10.8% | +138.5% |
| All | +2,419.4% | +595.3% | +1,824.0% | +886.0% |
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