-0.3%
SO vs ELV
+29.9%
-30.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -2.5% | -0.2% | -2.3% | -2.5% |
| 3M | -4.2% | -6.1% | +1.9% | -3.9% |
| 6M | -7.7% | +42.8% | -50.5% | -9.0% |
| YTD | +3.8% | +14.4% | -10.6% | +2.7% |
| All | -0.3% | +29.9% | -30.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling