-35.6%
ELAN vs SGI
+421.7%
-457.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -5.4% | -4.5% | -1.0% | -3.9% |
| 30D | +4.7% | +4.2% | +0.5% | +3.1% |
| 3M | -3.7% | -7.4% | +3.8% | -1.3% |
| 6M | -1.2% | -15.1% | +13.9% | +4.5% |
| YTD | +2.4% | -24.7% | +27.1% | +12.4% |
| 1Y | +23.4% | -21.8% | +45.1% | +33.0% |
| 3Y | +96.7% | +50.0% | +46.6% | +68.9% |
| 5Y | -30.6% | +48.9% | -79.5% | -42.6% |
| All | -35.6% | +421.7% | -457.3% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling