+1,088.0%
SO vs ELV
+2,594.2%
-1,506.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | -0.1% | +3.8% | -3.9% | -0.9% |
| 30D | +8.7% | +4.1% | +4.6% | +7.8% |
| 3M | +3.4% | +8.5% | -5.1% | +1.7% |
| 6M | +3.7% | +14.6% | -10.9% | +0.6% |
| YTD | +10.0% | +24.4% | -14.3% | +4.4% |
| 1Y | +6.6% | +44.2% | -37.7% | -1.9% |
| 3Y | +52.5% | -1.4% | +53.9% | +48.8% |
| 5Y | +76.1% | +8.8% | +67.3% | +67.0% |
| 10Y | +194.9% | +268.4% | -73.5% | +121.3% |
| All | +1,088.0% | +2,594.2% | -1,506.2% | +578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling