+1,035.2%
SPY vs ELV
+2,444.2%
-1,409.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +0.1% | +3.3% | -3.2% | -0.9% |
| 30D | +0.1% | +4.2% | -4.1% | -1.2% |
| 3M | +2.0% | -0.1% | +2.1% | +1.4% |
| 6M | +13.0% | +41.3% | -28.2% | +1.0% |
| YTD | +13.5% | +17.4% | -3.9% | +6.4% |
| 1Y | +20.0% | +35.1% | -15.1% | +7.2% |
| 3Y | +77.2% | -3.2% | +80.4% | +70.1% |
| 5Y | +81.9% | +15.6% | +66.3% | +62.0% |
| 10Y | +314.1% | +276.8% | +37.3% | +141.2% |
| All | +1,035.2% | +2,444.2% | -1,409.1% | +288.0% |
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