+338.6%
SPGI vs ELV
+269.1%
+69.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | +15.3% | +1.8% | +13.5% | +14.6% |
| 3M | +16.5% | +10.5% | +6.0% | +12.8% |
| 6M | +19.8% | +13.5% | +6.4% | +14.4% |
| YTD | -3.2% | +24.3% | -27.6% | -11.1% |
| 1Y | +1.8% | +38.9% | -37.2% | -10.1% |
| 3Y | +30.6% | -1.5% | +32.0% | +25.6% |
| 5Y | +16.0% | +7.3% | +8.7% | +5.4% |
| 10Y | +338.6% | +268.7% | +69.9% | +187.4% |
| All | +338.6% | +269.1% | +69.5% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling