+2,801.2%
SPGI vs ELV
+2,594.5%
+206.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +1.0% | +0.3% | +0.9% |
| 30D | +15.9% | +0.4% | +15.5% | +15.7% |
| 3M | +12.3% | +8.4% | +3.9% | +9.0% |
| 6M | +23.7% | +8.4% | +15.3% | +19.3% |
| YTD | -3.5% | +24.4% | -27.9% | -12.4% |
| 1Y | +0.4% | +33.5% | -33.1% | -11.3% |
| 3Y | +29.9% | -2.1% | +32.0% | +23.7% |
| 5Y | +15.2% | +5.8% | +9.4% | +4.4% |
| 10Y | +337.2% | +268.9% | +68.3% | +132.9% |
| All | +2,801.2% | +2,594.5% | +206.7% | +676.7% |
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 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