-35.6%
ELAN vs SAN
+252.5%
-288.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.5% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | +4.7% | +0.9% | +3.8% | +4.3% |
| 3M | -3.7% | +19.1% | -22.8% | -10.6% |
| 6M | -1.2% | +33.2% | -34.4% | -12.0% |
| YTD | +2.4% | +29.1% | -26.7% | -8.3% |
| 1Y | +23.4% | +50.2% | -26.9% | +3.9% |
| 3Y | +96.7% | +351.0% | -254.3% | +6.7% |
| 5Y | -30.6% | +394.7% | -425.3% | -65.0% |
| All | -35.6% | +252.5% | -288.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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