+125.0%
SU vs ELV
-2.1%
+127.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +2.2% | +3.2% | -1.0% | +2.1% |
| 30D | +8.4% | +5.4% | +3.1% | +8.3% |
| 3M | +12.1% | +5.4% | +6.7% | +11.9% |
| 6M | +19.7% | +45.7% | -26.0% | +18.6% |
| YTD | +58.4% | +21.2% | +37.2% | +57.4% |
| 1Y | +67.2% | +35.6% | +31.6% | +65.3% |
| 3Y | +125.0% | -2.0% | +127.0% | +122.3% |
| All | +125.0% | -2.1% | +127.2% | +122.3% |
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