+280.7%
SLB vs ELV
+2,444.2%
-2,163.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.8% |
| 7D | +0.8% | +3.3% | -2.5% | -0.4% |
| 30D | +15.8% | +4.2% | +11.7% | +14.0% |
| 3M | -0.3% | -0.1% | -0.3% | -1.2% |
| 6M | +21.3% | +41.3% | -19.9% | +6.0% |
| YTD | +52.3% | +17.4% | +34.9% | +40.6% |
| 1Y | +63.6% | +35.1% | +28.5% | +42.8% |
| 3Y | +3.8% | -3.2% | +7.0% | -1.3% |
| 5Y | +128.6% | +15.6% | +113.0% | +99.5% |
| 10Y | -3.1% | +276.8% | -279.8% | -45.7% |
| All | +280.7% | +2,444.2% | -2,163.6% | +52.2% |
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