+1,478.6%
SU vs ELV
+2,378.1%
-899.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +2.1% |
| 7D | +1.6% | -2.2% | +3.8% | +2.3% |
| 30D | +10.7% | -0.2% | +10.9% | +10.7% |
| 3M | +13.5% | -6.1% | +19.6% | +15.2% |
| 6M | +21.8% | +42.8% | -21.0% | +7.1% |
| YTD | +58.8% | +14.4% | +44.5% | +48.7% |
| 1Y | +72.0% | +28.6% | +43.4% | +53.9% |
| 3Y | +121.7% | -7.4% | +129.1% | +114.1% |
| 5Y | +350.4% | +14.5% | +335.9% | +294.0% |
| 10Y | +264.7% | +257.4% | +7.2% | +105.5% |
| All | +1,478.6% | +2,378.1% | -899.5% | +422.2% |
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