+23.4%
ELAN vs SAN
+51.4%
-28.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.4% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | +4.7% | +0.9% | +3.8% | +4.2% |
| 3M | -3.7% | +19.1% | -22.8% | -12.0% |
| 6M | -1.2% | +33.2% | -34.4% | -13.6% |
| YTD | +2.4% | +29.1% | -26.7% | -9.9% |
| 1Y | +23.4% | +50.2% | -26.9% | +4.5% |
| All | +23.4% | +51.4% | -28.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling