+1,018.7%
SPY vs ELV
+2,595.8%
-1,577.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | -2.7% | +1.1% | -3.8% | -3.1% |
| 3M | -1.7% | +8.2% | -9.9% | -4.3% |
| 6M | +3.1% | +10.2% | -7.1% | -0.8% |
| YTD | +11.9% | +24.4% | -12.5% | +2.8% |
| 1Y | +12.0% | +33.8% | -21.8% | +0.5% |
| 3Y | +78.2% | -1.4% | +79.5% | +70.0% |
| 5Y | +73.2% | +5.8% | +67.4% | +59.2% |
| 10Y | +309.6% | +269.1% | +40.6% | +140.3% |
| All | +1,018.7% | +2,595.8% | -1,577.1% | +275.0% |
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