+22.5%
STM vs ELV
+14.2%
+8.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.2% |
| 30D | -7.4% | +2.0% | -9.3% | -7.7% |
| 3M | -30.6% | -3.5% | -27.2% | -30.4% |
| 6M | +66.4% | +40.2% | +26.2% | +56.3% |
| YTD | +101.1% | +15.8% | +85.3% | +93.4% |
| 1Y | +97.4% | +33.2% | +64.2% | +85.1% |
| 3Y | +21.1% | -6.2% | +27.4% | +18.6% |
| 5Y | +22.5% | +16.4% | +6.0% | +13.7% |
| All | +22.5% | +14.2% | +8.3% | +13.7% |
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