+254.8%
SPOT vs ELV
+102.6%
+152.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.3% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +8.3% | +2.0% | +6.3% | +8.0% |
| 3M | +5.1% | -3.5% | +8.6% | +5.5% |
| 6M | -6.5% | +40.2% | -46.7% | -11.7% |
| YTD | -9.0% | +15.8% | -24.8% | -11.7% |
| 1Y | -26.4% | +33.2% | -59.6% | -30.5% |
| 3Y | +240.0% | -6.2% | +246.3% | +235.2% |
| 5Y | +111.7% | +16.4% | +95.3% | +96.6% |
| All | +254.8% | +102.6% | +152.1% | +184.5% |
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