+223.9%
STM vs ELV
+2,444.2%
-2,220.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.5% |
| 7D | +5.8% | +3.3% | +2.5% | +4.5% |
| 30D | -1.0% | +4.2% | -5.2% | -2.7% |
| 3M | -33.3% | -0.1% | -33.2% | -33.8% |
| 6M | +57.4% | +41.3% | +16.1% | +36.8% |
| YTD | +102.2% | +17.4% | +84.8% | +86.2% |
| 1Y | +99.6% | +35.1% | +64.5% | +73.6% |
| 3Y | +14.5% | -3.2% | +17.8% | +8.6% |
| 5Y | +21.4% | +15.6% | +5.8% | +4.2% |
| 10Y | +695.0% | +276.8% | +418.2% | +302.0% |
| All | +223.9% | +2,444.2% | -2,220.3% | -0.1% |
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