+40.2%
ELAN vs SM
+36.8%
+3.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | -0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -6.6% | +25.6% | -32.1% | -3.2% |
| 3M | -0.8% | +8.0% | -8.9% | +0.5% |
| 6M | +0.2% | +50.8% | -50.5% | +4.5% |
| YTD | +8.3% | +97.9% | -89.6% | +12.6% |
| 1Y | +40.2% | +33.8% | +6.4% | +41.9% |
| All | +40.2% | +36.8% | +3.5% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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