-34.6%
ELAN vs SAN
+246.0%
-280.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | +5.7% | -0.1% | +5.8% | +5.7% |
| 3M | -3.9% | +19.6% | -23.5% | -10.9% |
| 6M | -1.6% | +32.7% | -34.3% | -12.3% |
| YTD | +4.1% | +26.7% | -22.6% | -6.1% |
| 1Y | +25.5% | +51.6% | -26.1% | +5.4% |
| 3Y | +103.2% | +348.7% | -245.5% | +10.4% |
| 5Y | -29.8% | +378.7% | -408.5% | -64.1% |
| All | -34.6% | +246.0% | -280.5% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling