+11.1%
SMR vs ELV
-4.4%
+15.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.4% | +16.6% | +15.3% |
| 7D | +21.4% | -0.3% | +21.7% | +21.4% |
| 30D | +13.8% | +2.0% | +11.9% | +13.7% |
| 3M | +3.9% | -3.5% | +7.4% | +3.9% |
| 6M | -4.2% | +40.2% | -44.4% | -5.9% |
| YTD | -21.1% | +15.8% | -36.9% | -22.0% |
| 1Y | -67.1% | +33.2% | -100.2% | -67.5% |
| 3Y | +88.9% | -6.2% | +95.1% | +89.2% |
| All | +11.1% | -4.4% | +15.5% | +10.6% |
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