+236.6%
SAP vs ELV
+268.6%
-32.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +1.0% | -0.3% | +0.4% |
| 30D | +6.5% | +0.4% | +6.2% | +6.4% |
| 3M | +12.2% | +8.4% | +3.9% | +10.0% |
| 6M | +46.1% | +8.4% | +37.6% | +42.8% |
| YTD | -1.6% | +24.4% | -26.0% | -7.7% |
| 1Y | -5.1% | +33.5% | -38.6% | -12.6% |
| 3Y | +68.4% | -2.1% | +70.4% | +64.3% |
| 5Y | +79.4% | +5.8% | +73.6% | +67.7% |
| All | +236.6% | +268.6% | -32.0% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling