+154.8%
SO vs ELV
+278.2%
-123.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -2.0% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | -3.7% | +7.2% | -10.9% | -5.4% |
| 3M | -5.9% | +3.4% | -9.3% | -7.1% |
| 6M | -7.3% | +48.6% | -55.9% | -16.7% |
| YTD | +3.1% | +20.6% | -17.5% | -3.0% |
| 1Y | -1.0% | +38.5% | -39.5% | -10.6% |
| 3Y | +43.2% | -2.4% | +45.6% | +39.2% |
| 5Y | +59.1% | +25.3% | +33.8% | +40.3% |
| All | +154.8% | +278.2% | -123.5% | +84.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling