+463.1%
STM vs ELV
+269.1%
+194.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | -8.4% | +1.8% | -10.1% | -9.2% |
| 3M | -15.8% | +10.5% | -26.3% | -19.0% |
| 6M | -22.8% | +13.5% | -36.3% | -27.1% |
| YTD | +79.4% | +24.3% | +55.0% | +62.6% |
| 1Y | +97.0% | +38.9% | +58.0% | +71.6% |
| 3Y | +14.2% | -1.5% | +15.7% | +8.2% |
| 5Y | -4.5% | +7.3% | -11.7% | -15.0% |
| 10Y | +463.1% | +268.7% | +194.4% | +227.5% |
| All | +463.1% | +269.1% | +194.0% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling