-30.4%
ELAN vs SM
+108.4%
-138.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -5.4% | +4.6% | -10.0% | -6.1% |
| 30D | +4.7% | +18.2% | -13.5% | +1.9% |
| 3M | -3.7% | +22.5% | -26.2% | -7.2% |
| 6M | -1.2% | +50.6% | -51.8% | -10.0% |
| YTD | +2.4% | +108.1% | -105.7% | -13.2% |
| 1Y | +23.4% | +46.0% | -22.6% | +11.9% |
| 3Y | +96.7% | +2.9% | +93.8% | +85.1% |
| All | -30.4% | +108.4% | -138.8% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling