+7.5%
SMR vs ELV
-5.6%
+13.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -3.3% |
| 7D | +13.1% | -2.2% | +15.3% | +13.1% |
| 30D | +17.8% | -0.2% | +18.0% | +17.7% |
| 3M | +8.1% | -6.1% | +14.2% | +8.2% |
| 6M | -11.1% | +42.8% | -53.9% | -12.8% |
| YTD | -23.7% | +14.4% | -38.1% | -24.5% |
| 1Y | -69.4% | +28.6% | -98.0% | -69.8% |
| 3Y | +82.6% | -7.4% | +90.0% | +83.0% |
| All | +7.5% | -5.6% | +13.1% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling