+1,017.7%
SO vs ELV
+2,444.2%
-1,426.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.4% |
| 7D | -0.2% | +3.3% | -3.5% | -0.8% |
| 30D | -4.6% | +4.2% | -8.7% | -5.3% |
| 3M | -3.0% | -0.1% | -3.0% | -3.3% |
| 6M | -8.3% | +41.3% | -49.5% | -14.6% |
| YTD | +3.5% | +17.4% | -13.9% | -0.7% |
| 1Y | -0.9% | +35.1% | -36.0% | -7.7% |
| 3Y | +45.4% | -3.2% | +48.6% | +42.4% |
| 5Y | +59.6% | +15.6% | +44.0% | +49.5% |
| 10Y | +156.6% | +276.8% | -120.2% | +92.3% |
| All | +1,017.7% | +2,444.2% | -1,426.5% | +545.9% |
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