-36.5%
ELAN vs SGI
+416.6%
-453.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.8% |
| 7D | -6.4% | -4.9% | -1.5% | -4.7% |
| 30D | +0.6% | +1.6% | -1.0% | -0.1% |
| 3M | 0.0% | -3.2% | +3.1% | +0.8% |
| 6M | -3.4% | -16.0% | +12.6% | +2.6% |
| YTD | +1.0% | -25.4% | +26.4% | +11.3% |
| 1Y | +24.7% | -21.6% | +46.3% | +34.4% |
| 3Y | +97.2% | +52.9% | +44.4% | +68.4% |
| 5Y | -31.5% | +47.5% | -79.0% | -43.1% |
| All | -36.5% | +416.6% | -453.1% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling