+113.8%
SYY vs ELV
+280.2%
-166.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +3.9% | +3.2% | +0.7% | +2.8% |
| 30D | -1.7% | +5.4% | -7.1% | -3.5% |
| 3M | +5.2% | +5.4% | -0.2% | +2.8% |
| 6M | -0.2% | +45.7% | -45.9% | -13.1% |
| YTD | +15.4% | +21.2% | -5.8% | +5.4% |
| 1Y | +5.6% | +35.6% | -30.0% | -8.0% |
| 3Y | +28.9% | -2.0% | +30.9% | +22.9% |
| 5Y | +24.1% | +26.0% | -1.9% | +2.7% |
| All | +113.8% | +280.2% | -166.4% | +26.4% |
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