+1,120.1%
SAP vs ELV
+2,444.2%
-1,324.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.9% | +3.3% | -6.2% | -3.8% |
| 30D | +9.0% | +4.2% | +4.9% | +7.7% |
| 3M | +14.9% | -0.1% | +15.0% | +14.5% |
| 6M | +11.9% | +41.3% | -29.4% | +0.8% |
| YTD | -9.9% | +17.4% | -27.3% | -15.2% |
| 1Y | -19.5% | +35.1% | -54.6% | -27.4% |
| 3Y | +61.8% | -3.2% | +65.1% | +56.4% |
| 5Y | +56.2% | +15.6% | +40.6% | +39.9% |
| 10Y | +180.6% | +276.8% | -96.2% | +66.1% |
| All | +1,120.1% | +2,444.2% | -1,324.1% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling