+10.3%
STM vs ELV
-0.6%
+10.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.2% |
| 7D | -7.9% | +3.8% | -11.8% | -8.1% |
| 30D | -14.1% | +4.1% | -18.2% | -14.5% |
| 3M | -17.6% | +8.5% | -26.1% | -18.3% |
| 6M | -24.2% | +14.6% | -38.8% | -25.5% |
| YTD | +73.3% | +24.4% | +48.9% | +66.9% |
| 1Y | +90.1% | +44.2% | +45.8% | +80.7% |
| 3Y | +10.3% | -1.4% | +11.8% | +16.2% |
| All | +10.3% | -0.6% | +10.9% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling