-31.3%
ELAN vs SFM
+211.2%
-242.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -6.4% | -8.8% | +2.4% | -5.7% |
| 30D | +0.6% | -14.5% | +15.0% | +1.8% |
| 3M | 0.0% | -16.8% | +16.8% | +1.3% |
| 6M | -3.4% | -5.3% | +1.9% | -3.6% |
| YTD | +1.0% | -9.4% | +10.4% | +1.1% |
| 1Y | +24.7% | -46.2% | +70.9% | +31.6% |
| 3Y | +97.2% | +81.3% | +16.0% | +79.3% |
| All | -31.3% | +211.2% | -242.5% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling