+57.9%
SO vs ELV
+14.8%
+43.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -2.5% | -0.2% | -2.3% | -2.5% |
| 3M | -4.2% | -6.1% | +1.9% | -3.5% |
| 6M | -7.7% | +42.8% | -50.5% | -13.0% |
| YTD | +3.8% | +14.4% | -10.6% | +0.8% |
| 1Y | +0.1% | +28.6% | -28.6% | -5.1% |
| 3Y | +44.2% | -7.4% | +51.6% | +44.1% |
| 5Y | +57.9% | +14.5% | +43.4% | +52.4% |
| All | +57.9% | +14.8% | +43.1% | +52.4% |
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