+1,227.8%
SAP vs ELV
+2,593.2%
-1,365.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | +7.5% | +1.8% | +5.7% | +6.9% |
| 3M | +11.6% | +10.5% | +1.1% | +8.4% |
| 6M | +37.6% | +13.5% | +24.2% | +32.1% |
| YTD | -2.0% | +24.3% | -26.3% | -9.2% |
| 1Y | -6.4% | +38.9% | -45.3% | -16.1% |
| 3Y | +67.7% | -1.5% | +69.2% | +61.3% |
| 5Y | +75.7% | +7.3% | +68.4% | +61.6% |
| 10Y | +229.3% | +268.7% | -39.4% | +96.7% |
| All | +1,227.8% | +2,593.2% | -1,365.3% | +357.6% |
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