+311.2%
SPY vs ELV
+278.2%
+33.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -2.0% |
| 7D | -2.0% | +0.9% | -2.8% | -2.3% |
| 30D | -1.7% | +7.2% | -8.8% | -3.5% |
| 3M | +4.7% | +3.4% | +1.3% | +3.3% |
| 6M | +12.5% | +48.6% | -36.1% | +0.2% |
| YTD | +11.7% | +20.6% | -8.8% | +4.5% |
| 1Y | +17.5% | +38.5% | -21.0% | +5.2% |
| 3Y | +76.6% | -2.4% | +79.0% | +70.3% |
| 5Y | +82.0% | +25.3% | +56.7% | +57.5% |
| All | +311.2% | +278.2% | +33.0% | +161.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling