-12.1%
ELAN vs SITM
+4,789.7%
-4,801.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +0.6% |
| 7D | -5.4% | +3.9% | -9.3% | -6.0% |
| 30D | +4.7% | -6.6% | +11.3% | +5.4% |
| 3M | -3.7% | -11.9% | +8.2% | -3.9% |
| 6M | -1.2% | +81.1% | -82.3% | -13.8% |
| YTD | +2.4% | +80.0% | -77.6% | -11.3% |
| 1Y | +23.4% | +145.8% | -122.5% | 0.0% |
| 3Y | +96.7% | +475.9% | -379.2% | +29.6% |
| 5Y | -30.6% | +189.2% | -219.8% | -53.3% |
| All | -12.1% | +4,789.7% | -4,801.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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