-34.6%
ELAN vs SMTC
+173.0%
-207.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -4.6% | +22.5% | -27.1% | -8.9% |
| 30D | +5.7% | +24.9% | -19.2% | -0.3% |
| 3M | -3.9% | +4.1% | -8.0% | -7.6% |
| 6M | -1.6% | +92.6% | -94.2% | -20.0% |
| YTD | +4.1% | +122.5% | -118.4% | -18.7% |
| 1Y | +25.5% | +166.2% | -140.7% | -7.5% |
| 3Y | +103.2% | +577.2% | -474.0% | -1.5% |
| 5Y | -29.8% | +119.0% | -148.8% | -54.4% |
| All | -34.6% | +173.0% | -207.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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