+231.7%
SPOT vs ELV
-7.6%
+239.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -6.5% | -2.2% | -4.3% | -6.4% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | +5.4% | -6.1% | +11.5% | +5.5% |
| 6M | -4.0% | +42.8% | -46.8% | -5.5% |
| YTD | -9.9% | +14.4% | -24.3% | -10.5% |
| 1Y | -27.3% | +28.6% | -55.9% | -28.3% |
| All | +231.7% | -7.6% | +239.4% | +220.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling