+40.2%
ELAN vs SGI
-17.2%
+57.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.6% | +8.5% | -6.9% | -2.5% |
| 30D | -6.6% | +0.7% | -7.2% | -6.9% |
| 3M | -0.8% | +0.6% | -1.5% | -1.6% |
| 6M | +0.2% | -17.9% | +18.2% | +6.3% |
| YTD | +8.3% | -21.2% | +29.4% | +16.0% |
| 1Y | +40.2% | -18.9% | +59.1% | +52.9% |
| All | +40.2% | -17.2% | +57.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling