+183.3%
SW vs ELV
+298.7%
-115.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.5% |
| 7D | +1.8% | +1.1% | +0.7% | +1.7% |
| 30D | +7.0% | +1.3% | +5.7% | +6.8% |
| 3M | -7.6% | +6.6% | -14.2% | -8.6% |
| 6M | +8.5% | +11.6% | -3.0% | +6.3% |
| YTD | +17.7% | +21.1% | -3.4% | +13.4% |
| 1Y | +27.1% | +34.2% | -7.2% | +20.6% |
| 3Y | +48.2% | -2.9% | +51.1% | +45.8% |
| 5Y | -2.3% | +4.6% | -7.0% | -6.3% |
| 10Y | +183.3% | +272.8% | -89.5% | +124.5% |
| All | +183.3% | +298.7% | -115.4% | +124.5% |
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