+14.9%
SPGI vs ELV
+6.8%
+8.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | 0.0% |
| 7D | +1.6% | +3.8% | -2.3% | +0.9% |
| 30D | +16.1% | +4.1% | +12.0% | +15.2% |
| 3M | +15.5% | +8.5% | +6.9% | +13.7% |
| 6M | +19.6% | +14.6% | +5.0% | +16.4% |
| YTD | -3.6% | +24.4% | -28.0% | -7.9% |
| 1Y | +2.2% | +44.2% | -42.0% | -5.0% |
| 3Y | +30.1% | -1.4% | +31.5% | +29.1% |
| 5Y | +14.9% | +8.8% | +6.1% | +7.7% |
| All | +14.9% | +6.8% | +8.1% | +7.7% |
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