-0.3%
SPOT vs ELV
+42.6%
-42.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +3.9% |
| 7D | +16.6% | +4.8% | +11.8% | +15.8% |
| 30D | +29.9% | +10.1% | +19.9% | +28.7% |
| 3M | +31.3% | +15.4% | +15.9% | +29.8% |
| 6M | +43.2% | +17.7% | +25.5% | +41.5% |
| YTD | +8.1% | +25.7% | -17.6% | +5.4% |
| 1Y | -0.3% | +39.9% | -40.2% | -6.9% |
| All | -0.3% | +42.6% | -42.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling