-33.4%
ELAN vs SM
+34.4%
-67.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.5% |
| 7D | +0.3% | -0.2% | +0.4% | +0.2% |
| 30D | +8.4% | +31.5% | -23.2% | +5.2% |
| 3M | +1.2% | +17.3% | -16.1% | -1.0% |
| 6M | +2.6% | +48.5% | -45.9% | -3.1% |
| YTD | +5.9% | +106.3% | -100.3% | -3.9% |
| 1Y | +25.8% | +47.3% | -21.5% | +18.2% |
| 3Y | +106.8% | -1.4% | +108.2% | +100.2% |
| 5Y | -29.3% | +114.0% | -143.3% | -37.7% |
| All | -33.4% | +34.4% | -67.9% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling