+2,616.9%
SPGI vs ELV
+2,444.2%
+172.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | +8.4% | +4.2% | +4.3% | +6.9% |
| 3M | +11.8% | -0.1% | +11.9% | +11.3% |
| 6M | +5.7% | +41.3% | -35.5% | -7.3% |
| YTD | -9.7% | +17.4% | -27.1% | -16.2% |
| 1Y | -12.5% | +35.1% | -47.5% | -23.3% |
| 3Y | +21.8% | -3.2% | +25.1% | +16.5% |
| 5Y | +8.2% | +15.6% | -7.4% | -5.7% |
| 10Y | +309.5% | +276.8% | +32.7% | +115.9% |
| All | +2,616.9% | +2,444.2% | +172.6% | +643.4% |
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 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