-33.4%
ELAN vs SBAC
+29.6%
-63.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +0.3% | -0.1% | +0.3% | +0.2% |
| 30D | +8.4% | +3.2% | +5.1% | +7.1% |
| 3M | +1.2% | -5.1% | +6.3% | +2.4% |
| 6M | +2.6% | -2.1% | +4.7% | +1.6% |
| YTD | +5.9% | -0.5% | +6.4% | +4.0% |
| 1Y | +25.8% | +1.1% | +24.7% | +22.4% |
| 3Y | +106.8% | -7.4% | +114.3% | +101.2% |
| 5Y | -29.3% | -44.3% | +15.1% | -16.0% |
| All | -33.4% | +29.6% | -63.0% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling