+59.2%
SAP vs ELV
-5.1%
+64.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | -2.9% | +3.3% | -6.2% | -3.2% |
| 30D | +9.0% | +4.2% | +4.9% | +8.6% |
| 3M | +14.9% | -0.1% | +15.0% | +14.8% |
| 6M | +11.9% | +41.3% | -29.4% | +8.3% |
| YTD | -9.9% | +17.4% | -27.3% | -11.3% |
| 1Y | -19.5% | +35.1% | -54.6% | -21.9% |
| All | +59.2% | -5.1% | +64.3% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling