+743.1%
SW vs ELV
+930.9%
-187.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.9% | +3.7% |
| 7D | +12.1% | +4.8% | +7.3% | +11.6% |
| 30D | +6.6% | +10.1% | -3.5% | +5.7% |
| 3M | -6.0% | +15.4% | -21.4% | -7.1% |
| 6M | +21.5% | +17.7% | +3.7% | +19.6% |
| YTD | +20.3% | +25.7% | -5.3% | +17.7% |
| 1Y | +28.1% | +39.9% | -11.7% | +24.3% |
| 3Y | +51.6% | +1.5% | +50.1% | +49.7% |
| 5Y | -0.1% | +10.5% | -10.7% | -2.4% |
| 10Y | +189.7% | +317.7% | -128.0% | +169.2% |
| All | +743.1% | +930.9% | -187.8% | +666.9% |
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