-95.2%
SNDQ vs ELV
+28.2%
-123.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | +11.6% | +3.2% | +8.4% | +9.8% |
| 30D | -45.1% | +5.4% | -50.4% | -46.1% |
| 3M | -68.6% | +5.4% | -74.0% | -71.2% |
| All | -95.2% | +28.2% | -123.4% | -96.3% |
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 · Available span rolling