-14.4%
SMR vs ELV
0.0%
-14.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -15.7% |
| 7D | -11.2% | +3.2% | -14.4% | -11.3% |
| 30D | -10.2% | +5.4% | -15.6% | -10.3% |
| 3M | -10.0% | +5.4% | -15.4% | -10.2% |
| 6M | -30.5% | +45.7% | -76.2% | -31.7% |
| YTD | -39.2% | +21.2% | -60.4% | -40.0% |
| 1Y | -75.5% | +35.6% | -111.1% | -75.9% |
| 3Y | +45.4% | -2.0% | +47.4% | +45.6% |
| All | -14.4% | 0.0% | -14.4% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling