+115.3%
SPOT vs ELV
+24.6%
+90.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | 0.0% |
| 7D | -3.1% | +2.8% | -5.8% | -3.3% |
| 30D | +7.4% | +4.9% | +2.5% | +6.9% |
| 3M | +8.2% | +4.9% | +3.3% | +7.6% |
| 6M | +2.2% | +45.1% | -42.9% | -1.4% |
| YTD | -9.5% | +20.7% | -30.1% | -11.4% |
| 1Y | -23.8% | +35.0% | -58.9% | -26.5% |
| 3Y | +233.5% | -2.4% | +235.9% | +228.0% |
| All | +115.3% | +24.6% | +90.7% | +104.9% |
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 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