-35.6%
ELAN vs SFM
+165.7%
-201.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -5.4% | -10.6% | +5.2% | -4.4% |
| 30D | +4.7% | -15.5% | +20.2% | +6.3% |
| 3M | -3.7% | -17.4% | +13.8% | -2.1% |
| 6M | -1.2% | -3.4% | +2.2% | -1.5% |
| YTD | +2.4% | -8.7% | +11.1% | +2.5% |
| 1Y | +23.4% | -47.2% | +70.5% | +30.7% |
| 3Y | +96.7% | +82.7% | +14.0% | +78.0% |
| 5Y | -30.6% | +214.3% | -244.9% | -41.9% |
| All | -35.6% | +165.7% | -201.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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