+1,087.2%
SO vs ELV
+2,594.5%
-1,507.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +4.7% | +0.4% | +4.3% | +4.6% |
| 3M | +1.7% | +8.4% | -6.7% | 0.0% |
| 6M | +2.2% | +8.4% | -6.3% | +0.1% |
| YTD | +10.0% | +24.4% | -14.4% | +4.3% |
| 1Y | +6.0% | +33.5% | -27.5% | -0.9% |
| 3Y | +54.1% | -2.1% | +56.2% | +50.6% |
| 5Y | +79.6% | +5.8% | +73.9% | +71.4% |
| 10Y | +195.5% | +268.9% | -73.4% | +121.7% |
| All | +1,087.2% | +2,594.5% | -1,507.2% | +578.0% |
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 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