+192.9%
SO vs ELV
+268.8%
-75.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +4.9% | +1.1% | +3.9% | +4.6% |
| 3M | +0.8% | +8.2% | -7.4% | -1.3% |
| 6M | +0.6% | +10.2% | -9.7% | -2.5% |
| YTD | +8.7% | +24.4% | -15.8% | +1.2% |
| 1Y | +4.0% | +33.8% | -29.9% | -5.1% |
| 3Y | +50.6% | -1.4% | +51.9% | +46.1% |
| 5Y | +77.5% | +5.8% | +71.7% | +65.6% |
| All | +192.9% | +268.8% | -75.9% | +110.3% |
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 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