+76.1%
SO vs ELV
+6.8%
+69.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | -0.1% | +3.8% | -3.9% | -0.7% |
| 30D | +8.7% | +4.1% | +4.6% | +8.0% |
| 3M | +3.4% | +8.5% | -5.1% | +2.1% |
| 6M | +3.7% | +14.6% | -10.9% | +1.3% |
| YTD | +10.0% | +24.4% | -14.3% | +5.5% |
| 1Y | +6.6% | +44.2% | -37.7% | -0.6% |
| 3Y | +52.5% | -1.4% | +53.9% | +51.4% |
| 5Y | +76.1% | +8.8% | +67.3% | +71.0% |
| All | +76.1% | +6.8% | +69.3% | +71.0% |
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 · 6 months rolling