+265.2%
SU vs ELV
+280.2%
-15.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +8.4% | +5.4% | +3.1% | +6.7% |
| 3M | +12.1% | +5.4% | +6.7% | +9.8% |
| 6M | +19.7% | +45.7% | -26.0% | +5.6% |
| YTD | +58.4% | +21.2% | +37.2% | +46.4% |
| 1Y | +67.2% | +35.6% | +31.6% | +48.2% |
| 3Y | +125.0% | -2.0% | +127.0% | +114.6% |
| 5Y | +355.1% | +26.0% | +329.1% | +278.7% |
| All | +265.2% | +280.2% | -15.1% | +137.8% |
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