+237.3%
SLB vs ELV
+2,593.2%
-2,355.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +4.5% | +1.8% | +2.7% | +3.6% |
| 3M | -4.6% | +10.5% | -15.1% | -8.4% |
| 6M | -6.3% | +13.5% | -19.7% | -11.6% |
| YTD | +35.0% | +24.3% | +10.6% | +21.7% |
| 1Y | +38.8% | +38.9% | -0.1% | +19.9% |
| 3Y | +3.3% | -1.5% | +4.7% | -2.6% |
| 5Y | +73.6% | +7.3% | +66.3% | +55.8% |
| 10Y | -14.2% | +268.7% | -282.9% | -51.7% |
| All | +237.3% | +2,593.2% | -2,355.8% | +31.6% |
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