+147.8%
SW vs ELV
+277.2%
-129.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.5% |
| 7D | -5.1% | +3.3% | -8.4% | -5.6% |
| 30D | -4.6% | +4.2% | -8.7% | -5.2% |
| 3M | +9.4% | -0.1% | +9.5% | +9.1% |
| 6M | +3.5% | +41.3% | -37.7% | -2.2% |
| YTD | +22.0% | +17.4% | +4.6% | +18.2% |
| 1Y | +2.2% | +35.1% | -32.9% | -2.9% |
| 3Y | +19.6% | -3.2% | +22.8% | +17.8% |
| 5Y | -2.3% | +15.6% | -17.9% | -7.9% |
| All | +147.8% | +277.2% | -129.4% | +97.4% |
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