+5.1%
SPGI vs ELV
+14.2%
-9.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +5.4% | +2.0% | +3.4% | +5.1% |
| 3M | +9.0% | -3.5% | +12.5% | +9.4% |
| 6M | +0.8% | +40.2% | -39.4% | -5.2% |
| YTD | -12.6% | +15.8% | -28.4% | -15.3% |
| 1Y | -16.1% | +33.2% | -49.3% | -21.0% |
| 3Y | +19.0% | -6.2% | +25.2% | +18.9% |
| 5Y | +5.1% | +16.4% | -11.4% | +0.7% |
| All | +5.1% | +14.2% | -9.2% | +0.7% |
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