-35.6%
ELAN vs SBAC
+27.4%
-63.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.6% |
| 7D | -5.4% | -2.1% | -3.3% | -4.7% |
| 30D | +4.7% | +2.0% | +2.7% | +3.9% |
| 3M | -3.7% | -8.3% | +4.6% | -1.3% |
| 6M | -1.2% | +0.3% | -1.5% | -3.1% |
| YTD | +2.4% | -2.2% | +4.6% | +1.1% |
| 1Y | +23.4% | -4.6% | +28.0% | +22.7% |
| 3Y | +96.7% | -8.3% | +105.0% | +91.8% |
| 5Y | -30.6% | -42.8% | +12.2% | -18.4% |
| All | -35.6% | +27.4% | -63.0% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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