-2.6%
SW vs ELV
+8.2%
-10.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | +2.3% | +1.3% | +1.0% | +2.2% |
| 30D | +6.8% | +5.3% | +1.5% | +6.2% |
| 3M | -5.2% | +9.2% | -14.4% | -6.2% |
| 6M | +7.4% | +14.5% | -7.1% | +5.3% |
| YTD | +17.4% | +23.2% | -5.8% | +13.5% |
| 1Y | +27.1% | +38.0% | -11.0% | +21.4% |
| 3Y | +47.9% | -1.5% | +49.4% | +45.3% |
| All | -2.6% | +8.2% | -10.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling