+531.8%
SYY vs ELV
+2,409.5%
-1,877.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | +2.0% | -7.2% | -5.8% |
| 3M | +5.1% | -3.5% | +8.6% | +5.6% |
| 6M | -5.0% | +40.2% | -45.2% | -14.1% |
| YTD | +10.7% | +15.8% | -5.1% | +4.3% |
| 1Y | +0.7% | +33.2% | -32.5% | -9.2% |
| 3Y | +24.0% | -6.2% | +30.3% | +20.9% |
| 5Y | +19.3% | +16.4% | +2.9% | +7.6% |
| 10Y | +96.4% | +259.8% | -163.4% | +30.6% |
| All | +531.8% | +2,409.5% | -1,877.7% | +174.4% |
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 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