+14.8%
SPY vs ELV
+42.6%
-27.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.3% | +1.4% |
| 7D | -0.7% | +4.8% | -5.5% | -0.9% |
| 30D | -1.0% | +10.1% | -11.1% | -1.5% |
| 3M | -0.3% | +15.4% | -15.7% | -1.0% |
| 6M | +7.3% | +17.7% | -10.4% | +6.3% |
| YTD | +13.3% | +25.7% | -12.3% | +10.9% |
| 1Y | +14.8% | +39.9% | -25.1% | +11.6% |
| All | +14.8% | +42.6% | -27.8% | +11.6% |
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