-5.7%
STM vs ELV
+6.8%
-12.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | 0.0% |
| 7D | -7.9% | +3.8% | -11.8% | -8.4% |
| 30D | -14.1% | +4.1% | -18.2% | -14.8% |
| 3M | -17.6% | +8.5% | -26.1% | -18.9% |
| 6M | -24.2% | +14.6% | -38.8% | -26.4% |
| YTD | +73.3% | +24.4% | +48.9% | +64.3% |
| 1Y | +90.1% | +44.2% | +45.8% | +75.4% |
| 3Y | +10.3% | -1.4% | +11.8% | +7.1% |
| 5Y | -5.7% | +8.8% | -14.5% | -16.5% |
| All | -5.7% | +6.8% | -12.5% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling